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 | 503 377 CHF | 505 877 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 387 CHF | 505 887 CHF | 96,92% | 96,92% |
18/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 298 CHF | 504 798 CHF | 99,19% | 99,19% |
15/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 676 CHF | 505 176 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 682 CHF | 505 182 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 584 CHF | 505 084 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 266 CHF | 505 766 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 471 CHF | 505 971 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 297 CHF | 505 797 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 372 CHF | 505 872 CHF | 99,09% | 99,09% |