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% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 578 CHF | 505 078 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 692 CHF | 505 192 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 811 CHF | 505 311 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 609 CHF | 505 109 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 834 CHF | 505 334 CHF | 99,37% | 99,37% |
13/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 235 CHF | 505 735 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 493 CHF | 505 993 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 822 CHF | 506 322 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 038 CHF | 506 538 CHF | 99,34% | 99,34% |
07/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 629 CHF | 506 129 CHF | 98,80% | 98,80% |