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% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 540 CHF | 506 040 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 083 CHF | 505 583 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 317 CHF | 505 817 CHF | 99,19% | 99,19% |
15/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 269 CHF | 505 769 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 174 CHF | 505 674 CHF | 99,13% | 99,13% |
13/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 844 CHF | 505 344 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 342 CHF | 504 842 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 844 CHF | 506 344 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 744 CHF | 506 244 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 678 CHF | 506 178 CHF | 99,06% | 99,06% |