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 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 319 CHF | 506 819 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 000 CHF | 506 500 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 329 CHF | 506 829 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 279 CHF | 506 779 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 162 CHF | 506 662 CHF | 99,13% | 99,13% |
13/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 779 CHF | 506 279 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 370 CHF | 505 870 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 510 CHF | 507 010 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 521 CHF | 507 021 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 533 CHF | 507 033 CHF | 99,06% | 99,06% |