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 | 504 370 CHF | 508 370 CHF | 97,95% | 97,95% |
19/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 201 CHF | 507 201 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 366 CHF | 508 366 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 987 CHF | 508 987 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 184 CHF | 508 184 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 637 CHF | 507 637 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 396 CHF | 509 396 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 101,00 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 003 CHF | 510 003 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 569 CHF | 508 569 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 550 CHF | 508 550 CHF | 99,23% | 99,23% |