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 | 500 862 CHF | 503 362 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 503 500 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 503 500 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 245 CHF | 503 745 CHF | 99,35% | 99,35% |
14/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 250 CHF | 503 750 CHF | 99,37% | 99,37% |
13/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 500 CHF | 504 000 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 750 CHF | 504 250 CHF | 99,14% | 99,14% |
11/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 750 CHF | 504 250 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 504 500 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 998 CHF | 504 498 CHF | 98,56% | 98,56% |