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% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 915 CHF | 489 915 CHF | 97,94% | 97,94% |
19/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 359 CHF | 489 359 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 623 CHF | 488 623 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 554 CHF | 488 554 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 275 CHF | 490 275 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 911 CHF | 488 911 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 762 CHF | 492 762 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 879 CHF | 496 879 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 063 CHF | 490 063 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 530 CHF | 495 530 CHF | 99,23% | 99,23% |