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% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 181 CHF | 504 181 CHF | 97,95% | 97,95% |
19/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 841 CHF | 500 841 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 782 CHF | 501 782 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 376 CHF | 503 376 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 142 CHF | 501 142 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 700 CHF | 498 700 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 836 CHF | 499 836 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 255 CHF | 503 255 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 327 CHF | 498 327 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 079 CHF | 503 079 CHF | 99,23% | 99,23% |