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 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 956 CHF | 506 956 CHF | 97,95% | 97,95% |
19/11/2024 | 1,00% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 932 CHF | 504 932 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 426 CHF | 503 426 CHF | 99,93% | 99,93% |
15/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 682 CHF | 502 682 CHF | 99,31% | 99,31% |
14/11/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 555 CHF | 501 555 CHF | 99,92% | 99,92% |
13/11/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 367 CHF | 497 367 CHF | 99,89% | 99,89% |
12/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 914 CHF | 500 914 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 985 CHF | 504 985 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 933 CHF | 505 933 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,90 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 456 CHF | 508 456 CHF | 99,23% | 99,23% |