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 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 317 CHF | 485 817 CHF | 99,37% | 99,37% |
19/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 429 CHF | 484 929 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 96,60 % | 96,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 107 CHF | 485 657 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 97,20 % | 97,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 090 CHF | 488 639 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 170 CHF | 493 670 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 562 CHF | 496 062 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 98,70 % | 99,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 680 CHF | 495 230 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 99,00 % | 99,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 076 CHF | 496 626 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 946 CHF | 494 446 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 838 CHF | 496 338 CHF | 99,23% | 99,23% |