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% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 260 CHF | 500 809 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 99,60 % | 99,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 678 CHF | 499 228 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 926 CHF | 501 476 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 99,40 % | 99,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 559 CHF | 500 108 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 263 CHF | 504 813 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 673 CHF | 504 223 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 397 CHF | 504 947 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 481 CHF | 506 031 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 095 CHF | 505 645 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 429 CHF | 503 979 CHF | 99,24% | 99,24% |