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% | 100,51 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 929 CHF | 505 429 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 746 CHF | 505 246 CHF | 89,38% | 89,38% |
18/11/2024 | 0,50% | 100,72 % | 101,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 457 CHF | 505 957 CHF | 99,68% | 99,68% |
15/11/2024 | 0,50% | 100,67 % | 101,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 770 CHF | 506 270 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,77 % | 101,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 440 CHF | 505 940 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 784 CHF | 505 284 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 100,52 % | 101,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 078 CHF | 505 578 CHF | 98,75% | 98,75% |
11/11/2024 | 0,49% | 100,88 % | 101,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 988 CHF | 506 488 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,73 % | 101,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 713 CHF | 506 213 CHF | 99,84% | 99,84% |
07/11/2024 | 0,49% | 100,89 % | 101,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 376 CHF | 506 876 CHF | 100,00% | 100,00% |