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% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 803 CHF | 495 803 CHF | 98,58% | 98,58% |
19/11/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 800 CHF | 492 800 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 526 CHF | 498 526 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 98,30 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 442 CHF | 497 442 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 766 CHF | 499 766 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 092 CHF | 499 092 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 193 CHF | 498 193 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 945 CHF | 500 945 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 732 CHF | 499 732 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 254 CHF | 500 254 CHF | 99,76% | 99,76% |