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% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 670 CHF | 500 670 CHF | 97,95% | 97,95% |
19/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 971 CHF | 499 971 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 306 CHF | 500 306 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 709 CHF | 499 709 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 797 CHF | 498 797 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 583 CHF | 493 583 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 059 CHF | 494 059 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 875 CHF | 500 875 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 889 CHF | 494 889 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 388 CHF | 499 388 CHF | 99,23% | 99,23% |