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% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 167 CHF | 508 167 CHF | 97,95% | 97,95% |
19/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 256 CHF | 508 256 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 888 CHF | 508 888 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 244 CHF | 508 244 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 940 CHF | 506 940 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 000 CHF | 507 000 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 280 CHF | 507 280 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 936 CHF | 508 936 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 640 CHF | 506 640 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 597 CHF | 507 597 CHF | 99,23% | 99,23% |