Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,81% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 258 CHF | 493 258 CHF | 97,95% | 97,95% |
19/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 182 CHF | 491 182 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 341 CHF | 498 341 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 233 CHF | 496 233 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 305 CHF | 499 305 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 709 CHF | 495 709 CHF | 99,83% | 99,83% |
12/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 602 CHF | 498 602 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 732 CHF | 501 732 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 860 CHF | 498 860 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 399 CHF | 502 399 CHF | 99,24% | 99,24% |