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% | 99,30 % | 100,10 % | 500 000 | 500 000 | 499 782 | 500 000 | 497 657 CHF | 501 874 CHF | 97,95% | 97,95% |
19/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 140 CHF | 500 140 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 016 CHF | 499 016 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 483 CHF | 497 483 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 499 945 | 494 876 CHF | 498 822 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 799 CHF | 494 799 CHF | 99,85% | 99,85% |
12/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 831 CHF | 496 831 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 584 CHF | 499 584 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 266 CHF | 496 266 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 822 CHF | 498 822 CHF | 99,76% | 99,76% |