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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 780 CHF | 503 330 CHF | 99,90% | 99,90% |
20/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 827 CHF | 504 327 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 373 CHF | 501 923 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 635 CHF | 503 185 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 451 CHF | 503 951 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 518 CHF | 504 018 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 486 CHF | 503 036 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 114 CHF | 503 664 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 846 CHF | 506 346 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 505 550 CHF | 100,00% | 100,00% |