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% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 499 468 | 493 374 CHF | 496 845 CHF | 97,95% | 97,95% |
19/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 709 CHF | 493 709 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 97,70 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 144 CHF | 493 144 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 455 CHF | 496 455 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 168 CHF | 504 168 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 297 CHF | 505 297 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 863 CHF | 508 863 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 100,60 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 778 CHF | 507 778 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 901 CHF | 501 901 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 612 CHF | 502 612 CHF | 99,23% | 99,23% |