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 | 496 075 CHF | 500 075 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 360 CHF | 498 360 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 090 CHF | 500 090 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 128 CHF | 501 128 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 095 CHF | 499 095 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 613 CHF | 499 613 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 751 CHF | 503 751 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 424 CHF | 503 424 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 531 CHF | 503 531 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 886 CHF | 504 886 CHF | 99,23% | 99,23% |