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% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 364 CHF | 495 364 CHF | 97,95% | 97,95% |
19/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 733 CHF | 493 733 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 039 CHF | 494 039 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 430 CHF | 494 430 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 311 CHF | 496 311 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 98,10 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 680 CHF | 494 680 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 98,40 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 131 CHF | 499 131 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 869 CHF | 500 869 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 804 CHF | 497 804 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 287 CHF | 498 287 CHF | 99,23% | 99,23% |