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% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 994 CHF | 503 494 CHF | 99,36% | 99,36% |
19/11/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 012 CHF | 503 512 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 560 CHF | 503 060 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 478 CHF | 503 978 CHF | 99,04% | 99,04% |
14/11/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 913 CHF | 502 413 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 803 CHF | 503 303 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 987 CHF | 502 487 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 752 CHF | 503 252 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 356 CHF | 502 856 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 239 CHF | 503 739 CHF | 99,23% | 99,23% |