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% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 795 CHF | 494 795 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 803 CHF | 495 803 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 426 CHF | 493 426 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 538 CHF | 493 538 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 342 CHF | 496 342 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 741 CHF | 488 741 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 434 CHF | 495 434 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 944 CHF | 501 944 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 633 CHF | 498 633 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 762 CHF | 500 762 CHF | 99,24% | 99,24% |