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 | 500 000 | 494 661 CHF | 498 661 CHF | 98,59% | 98,59% |
19/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 619 CHF | 494 619 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 488 CHF | 497 488 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 364 CHF | 500 364 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 474 CHF | 501 474 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 121 CHF | 499 121 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 805 CHF | 505 805 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 198 CHF | 507 198 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 858 CHF | 504 858 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 087 CHF | 506 087 CHF | 100,00% | 100,00% |