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 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 342 CHF | 502 842 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 025 CHF | 502 525 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 007 CHF | 502 507 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 499 CHF | 502 999 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 352 CHF | 502 852 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 344 CHF | 502 844 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 024 CHF | 503 524 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 054 CHF | 503 554 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 869 CHF | 503 369 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 155 CHF | 503 655 CHF | 99,23% | 99,23% |