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 | 0,81% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 412 CHF | 495 412 CHF | 97,95% | 97,95% |
19/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 887 CHF | 481 887 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 458 CHF | 492 458 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 397 CHF | 494 397 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 455 CHF | 494 455 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 489 CHF | 488 489 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 342 CHF | 498 342 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 988 CHF | 504 988 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 845 CHF | 500 845 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 577 CHF | 509 577 CHF | 99,76% | 99,76% |