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% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 944 CHF | 500 944 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 294 CHF | 498 294 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 792 CHF | 500 792 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 154 CHF | 503 154 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 747 CHF | 503 747 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 325 CHF | 503 325 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 648 CHF | 506 648 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 420 CHF | 509 420 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 227 CHF | 506 227 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 992 CHF | 507 992 CHF | 99,24% | 99,24% |