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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 787 CHF | 508 787 CHF | 99,90% | 99,90% |
20/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 223 CHF | 509 223 CHF | 99,37% | 99,37% |
19/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 022 CHF | 508 022 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 040 CHF | 508 040 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 526 CHF | 508 526 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 508 500 CHF | 99,10% | 99,10% |
13/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 508 000 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 486 CHF | 508 486 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 509 000 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 735 CHF | 508 735 CHF | 100,00% | 100,00% |