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% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 031 CHF | 506 031 CHF | 98,58% | 98,58% |
19/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 481 CHF | 505 481 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 688 CHF | 505 688 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 959 CHF | 505 959 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 439 CHF | 505 439 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 554 CHF | 502 554 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 804 CHF | 505 804 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 530 CHF | 505 530 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 976 CHF | 503 976 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 754 CHF | 505 754 CHF | 99,24% | 99,24% |