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 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 498 283 | 499 003 CHF | 501 274 CHF | 97,94% | 97,94% |
19/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 178 CHF | 500 178 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 910 CHF | 503 910 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 743 CHF | 503 743 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 727 CHF | 503 727 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 607 CHF | 502 607 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 133 CHF | 503 133 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 432 CHF | 505 432 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 467 CHF | 503 467 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 292 CHF | 505 292 CHF | 99,23% | 99,23% |