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 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 246 CHF | 501 746 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 043 CHF | 501 543 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 622 CHF | 501 122 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 271 CHF | 501 771 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 776 CHF | 503 276 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 018 CHF | 500 518 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 354 CHF | 500 854 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 432 CHF | 501 932 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 545 CHF | 501 045 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 700 CHF | 505 200 CHF | 99,23% | 99,23% |