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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 536 CHF | 503 036 CHF | 99,30% | 99,30% |
20/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 917 CHF | 503 417 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 898 CHF | 501 398 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 308 CHF | 501 808 CHF | 98,95% | 98,95% |
15/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 883 CHF | 502 383 CHF | 99,37% | 99,37% |
14/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 493 CHF | 502 993 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 825 CHF | 503 325 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 949 CHF | 504 449 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 589 CHF | 505 089 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 908 CHF | 504 408 CHF | 99,37% | 99,37% |