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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 029 CHF | 503 529 CHF | 99,37% | 99,37% |
20/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 393 CHF | 503 893 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 574 CHF | 502 074 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 823 CHF | 503 323 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 486 CHF | 501 986 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 623 CHF | 501 123 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 473 CHF | 500 973 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 147 CHF | 502 647 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 845 CHF | 506 345 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 576 CHF | 506 076 CHF | 99,35% | 99,35% |