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 | 1,00% | 99,30 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 870 CHF | 502 870 CHF | 97,95% | 97,95% |
19/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 248 CHF | 501 248 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 386 CHF | 500 386 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 248 CHF | 500 248 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 654 CHF | 502 654 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 473 CHF | 498 473 CHF | 99,85% | 99,85% |
12/11/2024 | 0,80% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 523 CHF | 499 523 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 437 CHF | 505 437 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 617 CHF | 503 617 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 417 CHF | 504 417 CHF | 99,76% | 99,76% |