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% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 500 CHF | 500 500 CHF | 97,94% | 97,94% |
19/11/2024 | 1,00% | 99,00 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 020 CHF | 500 020 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 720 CHF | 499 720 CHF | 99,12% | 99,12% |
15/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 977 CHF | 499 977 CHF | 99,38% | 99,38% |
14/11/2024 | 1,01% | 99,00 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 691 CHF | 499 691 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 500 CHF | 500 500 CHF | 99,26% | 99,26% |
12/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 500 CHF | 499 500 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 000 CHF | 500 000 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 500 CHF | 500 500 CHF | 99,93% | 99,93% |
07/11/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 021 CHF | 500 021 CHF | 98,59% | 98,59% |