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 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 598 CHF | 504 147 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 215 CHF | 502 765 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 075 CHF | 501 625 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 644 CHF | 502 192 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 807 CHF | 502 357 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 594 CHF | 502 144 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 201 CHF | 503 751 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 812 CHF | 505 362 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 050 CHF | 504 600 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 962 CHF | 506 512 CHF | 95,44% | 95,44% |