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 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 692 CHF | 498 692 CHF | 97,95% | 97,95% |
19/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 083 CHF | 496 083 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 914 CHF | 497 914 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 640 CHF | 498 640 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 357 CHF | 498 357 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 580 CHF | 497 580 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 206 CHF | 498 206 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 428 CHF | 498 428 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 844 CHF | 495 844 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 091 CHF | 498 091 CHF | 99,76% | 99,76% |