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% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 903 CHF | 502 903 CHF | 97,95% | 97,95% |
19/11/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 576 CHF | 502 576 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 193 CHF | 503 193 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 927 CHF | 501 927 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 982 CHF | 500 982 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 221 CHF | 502 221 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 99,20 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 589 CHF | 501 589 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 454 CHF | 509 454 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 520 CHF | 508 520 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,90 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 715 CHF | 509 715 CHF | 99,23% | 99,23% |