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% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 574 CHF | 506 074 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 352 CHF | 505 852 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 596 CHF | 506 096 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 920 CHF | 506 420 CHF | 99,34% | 99,34% |
14/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 459 CHF | 506 959 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 828 CHF | 507 328 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 858 CHF | 507 358 CHF | 99,14% | 99,14% |
11/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 924 CHF | 507 424 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 667 CHF | 507 167 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 752 CHF | 507 252 CHF | 98,56% | 98,56% |