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% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 527 CHF | 504 527 CHF | 98,59% | 98,59% |
19/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 996 CHF | 504 996 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 500 CHF | 505 500 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 500 CHF | 505 500 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 080 CHF | 505 080 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 644 CHF | 504 644 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 976 CHF | 505 976 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 506 000 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 505 500 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 505 500 CHF | 100,00% | 100,00% |