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% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 328 CHF | 504 328 CHF | 98,58% | 98,58% |
19/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 387 CHF | 501 387 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 830 CHF | 502 830 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 188 CHF | 504 188 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 086 CHF | 504 086 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 106 CHF | 503 106 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 907 CHF | 504 907 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 364 CHF | 506 364 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 284 CHF | 504 284 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 940 CHF | 503 940 CHF | 99,23% | 99,23% |