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 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 888 CHF | 503 888 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 004 CHF | 498 004 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 570 CHF | 496 570 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 227 CHF | 497 227 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 033 CHF | 503 033 CHF | 99,10% | 99,10% |
13/11/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 098 CHF | 508 098 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 407 CHF | 511 407 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 771 CHF | 503 771 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 540 CHF | 497 540 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 005 CHF | 504 005 CHF | 99,24% | 99,24% |