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 | 1,02% | 98,60 % | 99,60 % | 500 000 | 100 000 | 500 000 | 100 000 | 489 649 CHF | 98 930 CHF | 100,00% | 100,00% |
20/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 100 000 | 500 000 | 100 000 | 491 603 CHF | 99 121 CHF | 97,94% | 97,94% |
19/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 100 000 | 500 000 | 100 000 | 489 523 CHF | 98 705 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 100 000 | 500 000 | 100 000 | 492 295 CHF | 99 459 CHF | 100,00% | 100,00% |
15/11/2024 | 1,02% | 98,10 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 388 CHF | 494 388 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 403 CHF | 491 403 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 093 CHF | 487 093 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 95,90 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 963 CHF | 481 963 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 284 CHF | 497 284 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 061 CHF | 489 061 CHF | 100,00% | 100,00% |