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% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 346 CHF | 506 346 CHF | 99,37% | 99,37% |
19/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 131 CHF | 505 131 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 527 CHF | 505 527 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 138 CHF | 505 138 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 479 CHF | 505 479 CHF | 99,10% | 99,10% |
13/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 931 CHF | 503 931 CHF | 99,80% | 99,80% |
12/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 928 CHF | 504 928 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 139 CHF | 506 139 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 99,90 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 675 CHF | 504 675 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 937 CHF | 505 937 CHF | 99,23% | 99,23% |