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% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 893 CHF | 503 442 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 100,40 % | 100,71 % | 500 000 | 500 000 | 492 406 | 492 406 | 494 250 CHF | 495 814 CHF | 97,36% | 97,36% |
18/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 182 CHF | 502 732 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 474 CHF | 503 022 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 512 CHF | 503 062 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 130 CHF | 502 680 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 503 550 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 289 CHF | 503 839 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 555 CHF | 503 105 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 964 CHF | 503 514 CHF | 99,23% | 99,23% |