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 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 642 CHF | 503 642 CHF | 97,95% | 97,95% |
19/11/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 678 CHF | 504 678 CHF | 99,81% | 99,81% |
18/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 317 CHF | 506 317 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 776 CHF | 505 776 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 197 CHF | 505 197 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 541 CHF | 505 541 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 455 CHF | 506 455 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 720 CHF | 511 720 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 170 CHF | 508 170 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 066 CHF | 513 066 CHF | 99,24% | 99,24% |