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 | 0,30% | 99,70 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 669 CHF | 502 169 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 071 CHF | 501 571 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 848 CHF | 506 348 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 662 CHF | 507 162 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 465 CHF | 506 965 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 619 CHF | 505 119 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 576 CHF | 505 076 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 450 CHF | 512 950 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 440 CHF | 509 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 191 CHF | 514 691 CHF | 99,23% | 99,23% |