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 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 958 CHF | 502 458 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 99,90 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 228 CHF | 500 728 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 99,90 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 479 CHF | 501 979 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 100,00 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 709 CHF | 502 209 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 210 CHF | 504 710 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 197 CHF | 505 697 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 982 CHF | 506 482 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 027 CHF | 507 527 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 891 CHF | 507 391 CHF | 99,80% | 99,80% |
07/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 420 CHF | 507 920 CHF | 99,23% | 99,23% |