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% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 002 CHF | 503 502 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 006 CHF | 503 506 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 037 CHF | 503 537 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 027 CHF | 503 527 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 263 CHF | 503 763 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 501 CHF | 504 001 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 572 CHF | 504 072 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 689 CHF | 504 189 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 785 CHF | 504 285 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 819 CHF | 504 319 CHF | 98,56% | 98,56% |