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 | 0,49% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 862 CHF | 506 362 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 901 CHF | 501 451 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 997 CHF | 504 547 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 260 CHF | 505 760 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 803 CHF | 506 303 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 677 CHF | 504 227 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 881 CHF | 505 431 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 329 CHF | 507 829 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 594 CHF | 506 144 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 101,50 % | 101,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 306 CHF | 508 856 CHF | 99,23% | 99,23% |