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 | 496 908 CHF | 500 908 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 660 CHF | 495 660 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 737 CHF | 498 737 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 949 CHF | 505 949 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 029 CHF | 502 029 CHF | 99,02% | 99,02% |
13/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 609 CHF | 495 609 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 370 CHF | 501 370 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 410 CHF | 504 410 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 558 CHF | 501 558 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 752 CHF | 504 752 CHF | 99,76% | 99,76% |