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 | 499 902 | 499 902 | 486 342 CHF | 490 342 CHF | 97,95% | 97,95% |
19/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 499 045 | 499 045 | 486 659 CHF | 490 655 CHF | 99,68% | 99,68% |
18/11/2024 | 0,82% | 98,20 % | 99,00 % | 500 000 | 500 000 | 495 944 | 495 944 | 486 728 CHF | 490 713 CHF | 99,51% | 99,51% |
15/11/2024 | 0,80% | 97,90 % | 98,70 % | 500 000 | 500 000 | 498 616 | 498 616 | 495 202 CHF | 499 197 CHF | 99,71% | 99,71% |
14/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 005 CHF | 503 005 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 499 918 | 499 918 | 499 488 CHF | 503 488 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 716 CHF | 506 716 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 452 CHF | 511 452 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 322 CHF | 507 322 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 170 CHF | 513 170 CHF | 99,23% | 99,23% |