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 | 0,20% | 99,50 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 396 CHF | 501 396 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 99,90 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 744 CHF | 497 744 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 98,70 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 057 CHF | 495 057 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 98,90 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 207 CHF | 496 207 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 99,30 % | 99,50 % | 500 000 | 500 000 | 499 034 | 499 034 | 494 541 CHF | 495 541 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 99,10 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 436 CHF | 496 436 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 99,20 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 219 CHF | 499 219 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 100,10 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 779 CHF | 501 779 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 99,60 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 157 CHF | 500 157 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 100,10 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 598 CHF | 501 598 CHF | 96,21% | 96,21% |