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% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 940 CHF | 501 940 CHF | 97,95% | 97,95% |
19/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 493 CHF | 499 493 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 632 CHF | 501 632 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 620 CHF | 503 620 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 030 CHF | 504 030 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 901 CHF | 501 901 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 154 CHF | 505 154 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 959 CHF | 507 959 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 007 CHF | 505 007 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 989 CHF | 502 989 CHF | 99,24% | 99,24% |