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% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 306 CHF | 498 306 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 268 CHF | 496 268 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 563 CHF | 500 563 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 721 CHF | 501 721 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 578 CHF | 502 578 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 193 CHF | 500 193 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 509 CHF | 499 509 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 822 CHF | 500 822 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 976 CHF | 496 976 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 605 CHF | 496 605 CHF | 99,24% | 99,24% |