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 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 597 CHF | 496 597 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 143 CHF | 496 143 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 003 CHF | 500 003 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 581 CHF | 502 581 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 715 CHF | 502 715 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 175 CHF | 502 175 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 342 CHF | 505 342 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 659 CHF | 509 659 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 632 CHF | 506 632 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 768 CHF | 508 768 CHF | 99,23% | 99,23% |