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% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 695 CHF | 505 195 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 704 CHF | 505 204 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 904 CHF | 505 404 CHF | 99,38% | 99,38% |
15/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 345 CHF | 505 845 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 506 000 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 713 CHF | 506 213 CHF | 99,10% | 99,10% |
12/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 690 CHF | 506 190 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 726 CHF | 506 226 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 634 CHF | 506 134 CHF | 99,34% | 99,34% |
07/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 767 CHF | 506 267 CHF | 98,80% | 98,80% |