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% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 188 CHF | 491 188 CHF | 97,95% | 97,95% |
19/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 419 CHF | 488 419 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 757 CHF | 490 757 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 296 CHF | 494 296 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 863 CHF | 492 863 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 103 CHF | 491 103 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 207 CHF | 494 207 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 918 CHF | 498 918 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 252 CHF | 497 252 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 747 CHF | 503 747 CHF | 99,23% | 99,23% |