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 | 0,51% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 323 CHF | 486 823 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 95,80 % | 96,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 577 CHF | 480 127 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 96,70 % | 97,01 % | 500 000 | 500 000 | 500 000 | 499 516 | 485 882 CHF | 486 959 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 797 CHF | 489 297 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 836 CHF | 488 336 CHF | 99,10% | 99,10% |
13/11/2024 | 0,32% | 97,30 % | 97,61 % | 500 000 | 500 000 | 500 000 | 499 997 | 485 106 CHF | 486 653 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 97,40 % | 97,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 093 CHF | 489 643 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 188 CHF | 494 688 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 98,30 % | 98,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 979 CHF | 492 529 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 98,80 % | 99,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 657 CHF | 495 207 CHF | 100,00% | 100,00% |