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% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 544 CHF | 506 044 CHF | 99,08% | 99,08% |
19/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 743 CHF | 506 243 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 849 CHF | 506 349 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 836 CHF | 506 336 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 235 CHF | 505 735 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 840 CHF | 506 340 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 011 CHF | 506 511 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 026 CHF | 506 526 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 037 CHF | 506 537 CHF | 99,34% | 99,34% |
07/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 377 CHF | 506 877 CHF | 98,80% | 98,80% |