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 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 012 CHF | 501 561 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 976 CHF | 501 526 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 754 CHF | 501 304 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 997 CHF | 501 546 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 500 CHF | 502 050 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 349 CHF | 501 899 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 506 CHF | 502 056 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 502 550 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 667 CHF | 502 217 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 851 CHF | 502 401 CHF | 99,23% | 99,23% |