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% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 217 CHF | 503 717 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 048 CHF | 503 548 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 010 CHF | 503 510 CHF | 98,93% | 98,93% |
15/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 727 CHF | 503 227 CHF | 99,34% | 99,34% |
14/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 358 CHF | 502 858 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 240 CHF | 502 740 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 504 500 CHF | 99,15% | 99,15% |
11/11/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 250 CHF | 504 750 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 952 CHF | 504 452 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 136 CHF | 504 636 CHF | 98,56% | 98,56% |