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% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 321 CHF | 507 321 CHF | 98,59% | 98,59% |
19/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 301 CHF | 505 301 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 305 CHF | 507 305 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 160 CHF | 507 160 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 996 CHF | 506 996 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 920 CHF | 505 920 CHF | 99,83% | 99,83% |
12/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 688 CHF | 506 688 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 739 CHF | 508 739 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 100,50 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 324 CHF | 507 324 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 467 CHF | 508 467 CHF | 99,23% | 99,23% |