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% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 854 CHF | 499 854 CHF | 97,95% | 97,95% |
19/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 163 CHF | 495 163 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 747 CHF | 496 747 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 936 CHF | 498 936 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 797 CHF | 494 797 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 97,20 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 606 CHF | 490 606 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 839 CHF | 491 839 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 459 CHF | 500 459 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 092 CHF | 491 092 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 356 CHF | 496 356 CHF | 99,23% | 99,23% |