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% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 772 CHF | 506 772 CHF | 97,95% | 97,95% |
19/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 629 CHF | 504 629 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 714 CHF | 506 714 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 142 CHF | 506 142 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 444 CHF | 505 444 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 160 CHF | 505 160 CHF | 99,83% | 99,83% |
12/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 410 CHF | 508 410 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 747 CHF | 507 747 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 904 CHF | 504 904 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 985 CHF | 508 985 CHF | 99,24% | 99,24% |