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% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 200 CHF | 505 700 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 140 CHF | 504 640 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 731 CHF | 505 231 CHF | 99,38% | 99,38% |
15/11/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 170 CHF | 505 670 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 457 CHF | 504 957 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 608 CHF | 505 108 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 504 CHF | 506 004 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 775 CHF | 507 275 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 973 CHF | 506 473 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 229 CHF | 506 729 CHF | 98,80% | 98,80% |