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% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 746 CHF | 507 746 CHF | 97,95% | 97,95% |
19/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 274 CHF | 506 274 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 016 CHF | 507 016 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 422 CHF | 507 422 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 806 CHF | 506 806 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 207 CHF | 505 207 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 839 CHF | 506 839 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 094 CHF | 507 094 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 556 CHF | 505 556 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 720 CHF | 506 720 CHF | 99,23% | 99,23% |