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% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 336 CHF | 501 336 CHF | 97,94% | 97,94% |
19/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 696 CHF | 501 696 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 190 CHF | 501 190 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 165 CHF | 503 165 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 278 CHF | 502 278 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 142 CHF | 496 142 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 634 CHF | 499 634 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 99,60 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 108 CHF | 504 108 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 600 CHF | 502 600 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 729 CHF | 502 729 CHF | 99,23% | 99,23% |