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 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 232 CHF | 504 732 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 627 CHF | 504 127 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 976 CHF | 504 476 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 162 CHF | 504 662 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 430 CHF | 504 930 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 447 CHF | 504 947 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 751 CHF | 505 251 CHF | 85,32% | 85,32% |
11/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 004 CHF | 505 504 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 578 CHF | 505 078 CHF | 73,39% | 73,39% |
07/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 865 CHF | 505 365 CHF | 99,91% | 99,91% |