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% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 037 CHF | 504 537 CHF | 99,08% | 99,08% |
19/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 655 CHF | 505 155 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 722 CHF | 507 222 CHF | 99,38% | 99,38% |
15/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 873 CHF | 502 373 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 882 CHF | 504 382 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 057 CHF | 501 557 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 447 CHF | 501 947 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 007 CHF | 502 507 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 487 CHF | 499 987 CHF | 99,34% | 99,34% |
07/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 702 CHF | 502 202 CHF | 98,77% | 98,77% |