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% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 537 CHF | 489 537 CHF | 97,95% | 97,95% |
19/11/2024 | 0,83% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 521 CHF | 486 521 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 197 CHF | 489 197 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 083 CHF | 495 083 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 449 CHF | 497 449 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 172 CHF | 495 172 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 079 CHF | 498 079 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 820 CHF | 501 820 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 99,30 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 905 CHF | 501 905 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 99,90 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 198 CHF | 504 198 CHF | 99,76% | 99,76% |