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 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 553 CHF | 505 102 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 571 CHF | 503 121 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 227 CHF | 503 777 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 693 CHF | 504 242 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 930 CHF | 505 480 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 227 CHF | 506 777 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 101,60 % | 101,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 216 CHF | 508 766 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 99,80 % | 100,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 271 CHF | 500 821 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 99,30 % | 99,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 476 CHF | 499 026 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 99,80 % | 100,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 887 CHF | 501 437 CHF | 99,24% | 99,24% |