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 | 492 708 CHF | 496 708 CHF | 97,95% | 97,95% |
19/11/2024 | 0,82% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 618 CHF | 492 618 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 597 CHF | 492 597 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 045 CHF | 494 045 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 996 CHF | 492 996 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 481 CHF | 486 481 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 499 CHF | 492 499 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 195 CHF | 499 195 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 640 CHF | 496 640 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 226 CHF | 499 226 CHF | 99,23% | 99,23% |