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% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 667 CHF | 506 667 CHF | 99,37% | 99,37% |
19/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 901 CHF | 504 901 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 690 CHF | 504 690 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 076 CHF | 505 076 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 905 CHF | 504 905 CHF | 99,10% | 99,10% |
13/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 381 CHF | 505 381 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 493 CHF | 506 493 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 241 CHF | 502 241 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 748 CHF | 500 748 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 879 CHF | 502 879 CHF | 99,76% | 99,76% |