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 | 0,99% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 178 CHF | 506 178 CHF | 97,95% | 97,95% |
19/11/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 788 CHF | 506 788 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 738 CHF | 505 738 CHF | 99,93% | 99,93% |
15/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 704 CHF | 503 704 CHF | 99,38% | 99,38% |
14/11/2024 | 1,00% | 99,70 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 723 CHF | 502 723 CHF | 99,92% | 99,92% |
13/11/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 093 CHF | 498 093 CHF | 99,61% | 99,61% |
12/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 388 CHF | 502 388 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 118 CHF | 506 118 CHF | 98,69% | 98,69% |
08/11/2024 | 0,99% | 100,30 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 508 CHF | 506 508 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 101,10 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 822 CHF | 509 822 CHF | 99,76% | 99,76% |