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% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 002 CHF | 505 502 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 713 CHF | 505 213 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 533 CHF | 506 033 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 107 CHF | 506 607 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 231 CHF | 507 731 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 181 CHF | 507 681 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 241 CHF | 507 741 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 500 CHF | 508 000 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 797 CHF | 508 297 CHF | 99,25% | 99,25% |
07/11/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 931 CHF | 508 431 CHF | 98,79% | 98,79% |