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 | 0,84% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 499 953 | 474 362 CHF | 478 317 CHF | 97,95% | 97,95% |
19/11/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 842 CHF | 477 842 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 94,80 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 976 CHF | 477 976 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 95,10 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 403 CHF | 483 403 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 779 CHF | 486 779 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 951 CHF | 482 951 CHF | 100,00% | 100,00% |
12/11/2024 | 1,03% | 96,10 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 538 CHF | 487 538 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 97,20 % | 98,20 % | 500 000 | 500 000 | 500 000 | 499 962 | 486 531 CHF | 491 493 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 396 CHF | 487 396 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 499 946 | 485 999 CHF | 489 946 CHF | 99,24% | 99,24% |