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 | 492 158 CHF | 496 158 CHF | 98,58% | 98,58% |
19/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 623 CHF | 492 623 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 198 CHF | 499 198 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 078 CHF | 497 078 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 549 CHF | 500 549 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 641 CHF | 498 641 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 728 CHF | 496 728 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 759 CHF | 501 759 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 774 CHF | 499 774 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 813 CHF | 500 813 CHF | 99,76% | 99,76% |