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 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 391 CHF | 507 391 CHF | 98,58% | 98,58% |
19/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 184 CHF | 505 184 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 222 CHF | 502 222 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 769 CHF | 503 769 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 700 CHF | 507 700 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 479 CHF | 506 479 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 013 CHF | 512 013 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 918 CHF | 511 918 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 400 CHF | 507 400 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 980 CHF | 504 980 CHF | 100,00% | 100,00% |