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% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 719 CHF | 506 219 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 500 CHF | 506 000 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 917 CHF | 505 417 CHF | 99,22% | 99,22% |
15/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 387 CHF | 505 887 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 371 CHF | 505 871 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 175 CHF | 505 675 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 991 CHF | 506 491 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 292 CHF | 506 792 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 995 CHF | 506 495 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 154 CHF | 506 654 CHF | 99,08% | 99,08% |