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 | 0,40% | 100,30 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 212 CHF | 504 212 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 99,80 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 959 CHF | 499 959 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 100,30 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 883 CHF | 503 883 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 100,80 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 245 CHF | 505 245 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 100,70 % | 101,10 % | 500 000 | 500 000 | 499 033 | 499 033 | 502 027 CHF | 504 024 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 100,70 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 621 CHF | 503 621 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 100,60 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 123 CHF | 505 123 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 101,30 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 376 CHF | 508 376 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 101,20 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 689 CHF | 506 689 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 101,40 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 034 CHF | 508 034 CHF | 100,00% | 100,00% |