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% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 439 CHF | 501 439 CHF | 99,37% | 99,37% |
19/11/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 371 CHF | 498 371 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 730 CHF | 502 730 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 681 CHF | 505 681 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 701 CHF | 505 701 CHF | 99,10% | 99,10% |
13/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 724 CHF | 501 724 CHF | 99,27% | 99,27% |
12/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 061 CHF | 502 061 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 143 CHF | 507 143 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 861 CHF | 504 861 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 907 CHF | 503 907 CHF | 99,23% | 99,23% |