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% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 378 CHF | 499 378 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 079 CHF | 497 079 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 130 CHF | 498 130 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 309 CHF | 499 309 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 723 CHF | 499 723 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 658 CHF | 494 658 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 849 CHF | 501 849 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 458 CHF | 505 458 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 587 CHF | 502 587 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 426 CHF | 502 426 CHF | 99,24% | 99,24% |