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% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 617 CHF | 496 617 CHF | 97,94% | 97,94% |
19/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 307 CHF | 494 307 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 163 CHF | 492 163 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 431 CHF | 499 431 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 900 CHF | 511 900 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 644 CHF | 502 644 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 873 CHF | 518 873 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 103,60 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 206 CHF | 525 206 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 103,10 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 981 CHF | 517 981 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 752 CHF | 518 752 CHF | 99,23% | 99,23% |