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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 131 CHF | 502 131 CHF | 100,00% | 100,00% |
20/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 917 CHF | 500 917 CHF | 97,94% | 97,94% |
19/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 117 CHF | 499 117 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 294 CHF | 500 294 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 534 CHF | 501 534 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 344 CHF | 504 344 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 499 929 | 499 929 | 498 584 CHF | 502 583 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 695 CHF | 501 695 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 412 CHF | 503 412 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 570 CHF | 501 570 CHF | 100,00% | 100,00% |