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% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 167 CHF | 503 667 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 874 CHF | 503 374 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 625 CHF | 504 125 CHF | 98,95% | 98,95% |
15/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 010 CHF | 504 510 CHF | 99,37% | 99,37% |
14/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 839 CHF | 505 339 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 239 CHF | 505 739 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 242 CHF | 505 742 CHF | 99,15% | 99,15% |
11/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 496 CHF | 505 996 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 051 CHF | 505 551 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 237 CHF | 505 737 CHF | 98,56% | 98,56% |