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 | 1,02% | 97,70 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 354 CHF | 494 354 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 250 CHF | 493 250 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 978 CHF | 497 978 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 98,10 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 013 CHF | 497 013 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 148 CHF | 498 148 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 759 CHF | 497 759 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 98,40 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 705 CHF | 497 705 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 211 CHF | 501 211 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 429 CHF | 499 429 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 222 CHF | 500 222 CHF | 99,76% | 99,76% |