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% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 747 CHF | 496 747 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 146 CHF | 496 146 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 074 CHF | 493 074 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 499 976 | 492 537 CHF | 496 514 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 120 CHF | 500 120 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 762 CHF | 497 762 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 516 CHF | 501 516 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 379 CHF | 503 379 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 849 CHF | 501 849 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 99,50 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 089 CHF | 502 089 CHF | 99,76% | 99,76% |