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 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 607 CHF | 505 607 CHF | 98,58% | 98,58% |
19/11/2024 | 1,00% | 99,90 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 899 CHF | 504 899 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 297 CHF | 508 297 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 807 CHF | 504 807 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 909 CHF | 507 909 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 100,60 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 264 CHF | 508 264 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 445 CHF | 507 445 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 408 CHF | 508 408 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 201 CHF | 507 201 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 890 CHF | 505 890 CHF | 99,76% | 99,76% |