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 | 1,01% | 98,65 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 097 CHF | 499 097 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 98,65 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 070 CHF | 498 070 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 98,95 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 322 CHF | 499 322 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 98,80 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 751 CHF | 499 751 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 99,20 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 641 CHF | 500 641 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 99,15 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 540 CHF | 500 540 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 98,65 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 967 CHF | 498 967 CHF | 96,09% | 96,09% |
11/11/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 619 CHF | 500 619 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 99,00 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 036 CHF | 500 036 CHF | 87,00% | 87,00% |
07/11/2024 | 1,00% | 99,15 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 705 CHF | 500 705 CHF | 40,72% | 40,72% |