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% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 433 CHF | 503 433 CHF | 98,59% | 98,59% |
19/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 738 CHF | 499 738 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 716 CHF | 504 716 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 352 CHF | 504 352 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 819 CHF | 504 819 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 808 CHF | 500 808 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 859 CHF | 503 859 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 898 CHF | 506 898 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 250 CHF | 503 250 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 765 CHF | 505 765 CHF | 100,00% | 100,00% |