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 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 210 CHF | 503 210 CHF | 98,58% | 98,58% |
19/11/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 499 883 | 499 883 | 497 903 CHF | 502 902 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 745 CHF | 502 745 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 604 CHF | 502 604 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 497 037 | 497 037 | 495 990 CHF | 500 974 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 843 CHF | 502 843 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 835 CHF | 503 835 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 126 CHF | 505 126 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 99,90 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 946 CHF | 503 946 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 498 419 | 498 419 | 498 192 CHF | 503 184 CHF | 100,00% | 100,00% |