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 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 177 CHF | 491 177 CHF | 91,43% | 91,43% |
19/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 287 CHF | 491 287 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 494 CHF | 489 494 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 551 CHF | 493 551 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 594 CHF | 502 594 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 132 CHF | 498 132 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 211 CHF | 502 211 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 716 CHF | 501 716 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 504 CHF | 495 504 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 894 CHF | 498 894 CHF | 99,23% | 99,23% |