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 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 583 CHF | 501 583 CHF | 97,95% | 97,95% |
19/11/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 730 CHF | 501 730 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 577 CHF | 502 577 CHF | 99,05% | 99,05% |
15/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 500 CHF | 502 500 CHF | 99,38% | 99,38% |
14/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 635 CHF | 502 635 CHF | 99,92% | 99,92% |
13/11/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 161 CHF | 502 161 CHF | 99,89% | 99,89% |
12/11/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 674 CHF | 502 674 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 000 CHF | 503 000 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 139 CHF | 502 139 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 754 CHF | 502 754 CHF | 99,23% | 99,23% |