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% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 864 CHF | 505 364 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 024 CHF | 501 524 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 099 CHF | 502 599 CHF | 98,95% | 98,95% |
15/11/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 697 CHF | 503 197 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 455 CHF | 503 955 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 604 CHF | 502 104 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 051 CHF | 503 551 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 148 CHF | 504 648 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 191 CHF | 504 691 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 673 CHF | 505 173 CHF | 98,56% | 98,56% |