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 | 500 000 | 504 554 CHF | 508 554 CHF | 97,95% | 97,95% |
19/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 043 CHF | 509 043 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 100,90 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 237 CHF | 509 237 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 499 993 | 504 017 CHF | 508 010 CHF | 97,21% | 97,21% |
14/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 284 CHF | 507 284 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 805 CHF | 507 805 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 512 CHF | 507 512 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 149 CHF | 508 149 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 661 CHF | 506 661 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,60 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 937 CHF | 507 937 CHF | 99,23% | 99,23% |