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 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 479 CHF | 504 479 CHF | 97,94% | 97,94% |
19/11/2024 | 0,99% | 100,40 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 829 CHF | 506 829 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 547 CHF | 507 547 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 440 CHF | 504 440 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 799 CHF | 500 799 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 452 CHF | 503 452 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 937 CHF | 506 937 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 101,30 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 595 CHF | 511 595 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 516 CHF | 509 516 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 579 CHF | 507 579 CHF | 99,23% | 99,23% |