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 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 683 CHF | 486 683 CHF | 98,58% | 98,58% |
19/11/2024 | 0,83% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 467 CHF | 486 467 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 626 CHF | 483 626 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 602 CHF | 485 602 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 246 CHF | 487 246 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 889 CHF | 481 889 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 661 CHF | 484 661 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 804 CHF | 485 804 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 328 CHF | 486 328 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 836 CHF | 489 836 CHF | 99,24% | 99,24% |