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% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 593 CHF | 505 593 CHF | 97,95% | 97,95% |
19/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 647 CHF | 506 647 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 263 CHF | 506 263 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 649 CHF | 504 649 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 826 CHF | 501 826 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 349 CHF | 502 349 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 183 CHF | 507 183 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 797 CHF | 509 797 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 698 CHF | 503 698 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 130 CHF | 504 130 CHF | 99,23% | 99,23% |