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 | 1,01% | 98,30 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 681 CHF | 497 681 CHF | 97,94% | 97,94% |
19/11/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 435 CHF | 495 435 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 182 CHF | 498 182 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 499 507 | 493 986 CHF | 497 494 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 938 CHF | 497 938 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 876 CHF | 494 876 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 057 CHF | 493 057 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 808 CHF | 499 808 CHF | 100,00% | 100,00% |
08/11/2024 | 1,01% | 99,00 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 508 CHF | 499 508 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 98,80 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 452 CHF | 498 452 CHF | 99,76% | 99,76% |