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% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 579 CHF | 496 579 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 98,30 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 830 CHF | 497 830 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 98,90 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 888 CHF | 497 888 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 557 CHF | 499 557 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 006 CHF | 501 006 CHF | 99,10% | 99,10% |
13/11/2024 | 1,01% | 98,00 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 099 CHF | 496 099 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 378 CHF | 497 378 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 740 CHF | 497 740 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 166 CHF | 498 166 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 720 CHF | 504 720 CHF | 99,24% | 99,24% |