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 | 0,99% | 100,80 % | 101,80 % | 500 000 | 100 000 | 500 000 | 100 000 | 504 000 CHF | 101 800 CHF | 99,37% | 99,37% |
19/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 100 000 | 500 000 | 100 000 | 504 000 CHF | 101 800 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 100 000 | 500 000 | 100 000 | 504 500 CHF | 101 700 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 500 CHF | 508 500 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 508 500 CHF | 99,10% | 99,10% |
13/11/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 761 CHF | 506 761 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 962 CHF | 506 962 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 882 CHF | 505 882 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 101,60 % | 102,60 % | 500 000 | 500 000 | 487 171 | 487 171 | 494 722 CHF | 499 722 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 239 CHF | 506 239 CHF | 99,23% | 99,23% |