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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 503 550 CHF | 100,00% | 100,00% |
22/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 776 CHF | 503 326 CHF | 99,90% | 99,90% |
20/11/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 875 CHF | 504 424 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 258 CHF | 503 808 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 500 CHF | 504 050 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 503 549 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 101 CHF | 503 651 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 379 CHF | 503 879 CHF | 99,80% | 99,80% |
12/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 941 CHF | 504 441 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 562 CHF | 505 062 CHF | 100,00% | 100,00% |