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% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 506 CHF | 496 506 CHF | 98,59% | 98,59% |
19/11/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 041 CHF | 498 041 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 98,80 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 646 CHF | 498 646 CHF | 99,93% | 99,93% |
15/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 855 CHF | 501 855 CHF | 99,23% | 99,23% |
14/11/2024 | 0,81% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 491 CHF | 498 491 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 578 CHF | 497 578 CHF | 99,89% | 99,89% |
12/11/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 951 CHF | 499 951 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 609 CHF | 498 609 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 912 CHF | 494 912 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 837 CHF | 497 837 CHF | 99,23% | 99,23% |