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 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 021 CHF | 504 570 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 265 CHF | 502 815 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 863 CHF | 503 413 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 461 CHF | 503 010 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 623 CHF | 503 173 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 440 CHF | 501 940 CHF | 99,80% | 99,80% |
12/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 140 CHF | 503 640 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 580 CHF | 505 080 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 612 CHF | 503 112 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 332 CHF | 505 832 CHF | 99,24% | 99,24% |