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 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 133 CHF | 503 133 CHF | 97,95% | 97,95% |
19/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 368 CHF | 498 368 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 881 CHF | 500 881 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 946 CHF | 500 946 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 237 CHF | 501 237 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 410 CHF | 501 410 CHF | 100,00% | 100,00% |
12/11/2024 | 1,07% | 99,10 % | 99,90 % | 500 000 | 500 000 | 335 747 | 335 747 | 332 703 CHF | 336 045 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 011 CHF | 502 011 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 881 CHF | 500 881 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 896 CHF | 500 896 CHF | 99,76% | 99,76% |