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% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 898 CHF | 493 898 CHF | 97,94% | 97,94% |
19/11/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 106 CHF | 492 106 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 98,00 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 222 CHF | 494 222 CHF | 99,93% | 99,93% |
15/11/2024 | 1,02% | 97,80 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 074 CHF | 495 074 CHF | 99,31% | 99,31% |
14/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 374 CHF | 496 374 CHF | 99,92% | 99,92% |
13/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 294 CHF | 494 294 CHF | 99,89% | 99,89% |
12/11/2024 | 1,01% | 98,00 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 497 CHF | 496 497 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 270 CHF | 498 270 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 040 CHF | 496 040 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 411 CHF | 496 411 CHF | 99,23% | 99,23% |