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 | 0,21% | 96,80 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 067 CHF | 487 067 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 96,90 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 655 CHF | 484 655 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 96,90 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 396 CHF | 484 396 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 96,90 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 759 CHF | 486 759 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 97,90 % | 98,10 % | 500 000 | 500 000 | 499 072 | 499 072 | 485 924 CHF | 486 924 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 96,70 % | 96,90 % | 500 000 | 500 000 | 499 925 | 499 925 | 482 843 CHF | 483 842 CHF | 99,85% | 99,85% |
12/11/2024 | 0,21% | 96,90 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 865 CHF | 486 865 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 98,10 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 952 CHF | 491 952 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 97,70 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 460 CHF | 490 460 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 98,70 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 828 CHF | 495 828 CHF | 100,00% | 100,00% |