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% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 499 854 | 504 106 CHF | 507 958 CHF | 98,58% | 98,58% |
19/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 723 CHF | 507 723 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 292 CHF | 507 292 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 281 CHF | 506 281 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 694 CHF | 506 694 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 664 CHF | 505 664 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 751 CHF | 506 751 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 872 CHF | 507 872 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 467 CHF | 506 467 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 558 CHF | 506 558 CHF | 99,76% | 99,76% |