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 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 437 CHF | 486 437 CHF | 97,94% | 97,94% |
19/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 124 CHF | 485 124 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 427 CHF | 490 427 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 205 CHF | 493 205 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 856 CHF | 491 856 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 593 CHF | 488 593 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 934 CHF | 491 934 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 731 CHF | 497 731 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 998 CHF | 494 998 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 592 CHF | 500 592 CHF | 99,76% | 99,76% |