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% | 99,80 % | 100,60 % | 500 000 | 500 000 | 499 329 | 500 000 | 498 419 CHF | 503 089 CHF | 98,58% | 98,58% |
19/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 624 CHF | 502 624 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 237 CHF | 502 237 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 108 CHF | 499 108 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 269 CHF | 498 269 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 064 CHF | 495 064 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 338 CHF | 495 338 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 248 CHF | 497 248 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 608 CHF | 497 608 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 442 CHF | 498 442 CHF | 99,76% | 99,76% |