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 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 855 CHF | 498 855 CHF | 98,58% | 98,58% |
19/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 812 CHF | 499 812 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 920 CHF | 505 920 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 003 CHF | 508 003 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 672 CHF | 507 672 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 421 CHF | 502 421 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 913 CHF | 499 913 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 910 CHF | 505 910 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 703 CHF | 506 703 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 114 CHF | 505 114 CHF | 99,23% | 99,23% |