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% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 375 CHF | 503 924 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 787 CHF | 503 337 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 503 550 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 503 549 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 998 CHF | 503 548 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 517 CHF | 503 017 CHF | 99,80% | 99,80% |
12/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 001 CHF | 503 501 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 646 CHF | 504 146 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 391 CHF | 503 891 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 319 CHF | 504 819 CHF | 99,23% | 99,23% |