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% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 434 CHF | 502 434 CHF | 98,58% | 98,58% |
19/11/2024 | 1,01% | 98,90 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 245 CHF | 499 245 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 967 CHF | 502 967 CHF | 99,01% | 99,01% |
15/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 868 CHF | 505 868 CHF | 99,38% | 99,38% |
14/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 814 CHF | 503 814 CHF | 99,92% | 99,92% |
13/11/2024 | 1,00% | 99,20 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 071 CHF | 501 071 CHF | 99,61% | 99,61% |
12/11/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 953 CHF | 504 953 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 110 CHF | 508 110 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 484 CHF | 508 484 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 101,40 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 734 CHF | 511 734 CHF | 99,76% | 99,76% |