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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 267 CHF | 502 267 CHF | 99,90% | 99,90% |
20/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 792 CHF | 500 792 CHF | 99,37% | 99,37% |
19/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 072 CHF | 499 072 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 300 CHF | 498 300 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 229 CHF | 498 229 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 400 CHF | 500 400 CHF | 99,10% | 99,10% |
13/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 432 CHF | 496 432 CHF | 99,27% | 99,27% |
12/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 041 CHF | 497 041 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 398 CHF | 501 398 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 480 CHF | 499 480 CHF | 100,00% | 100,00% |