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 | 0,30% | 100,30 % | 100,60 % | 500 000 | 100 000 | 500 000 | 100 000 | 501 500 CHF | 100 600 CHF | 99,40% | 99,40% |
19/11/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 100 000 | 500 000 | 100 000 | 501 500 CHF | 100 600 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 100 000 | 500 000 | 100 000 | 501 500 CHF | 100 800 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 503 500 CHF | 96,58% | 96,58% |
14/11/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 503 500 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 504 000 CHF | 95,94% | 95,94% |
12/11/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 504 000 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 504 000 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 505 000 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 000 CHF | 504 500 CHF | 100,00% | 100,00% |