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% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 508 000 CHF | 98,58% | 98,58% |
19/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 609 CHF | 506 609 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 495 CHF | 506 495 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 881 CHF | 507 881 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 944 CHF | 506 944 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 297 CHF | 506 297 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 941 CHF | 507 941 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 427 CHF | 508 427 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 864 CHF | 504 864 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 497 CHF | 507 497 CHF | 99,23% | 99,23% |