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% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 320 CHF | 499 320 CHF | 97,95% | 97,95% |
19/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 734 CHF | 500 734 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 824 CHF | 499 824 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 980 CHF | 499 980 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 891 CHF | 498 891 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 308 CHF | 492 308 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 583 CHF | 496 583 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 020 CHF | 497 020 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 406 CHF | 495 406 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 556 CHF | 499 556 CHF | 99,23% | 99,23% |