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% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 442 CHF | 502 991 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 210 CHF | 503 760 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 634 CHF | 501 184 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 993 CHF | 500 493 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 163 CHF | 504 713 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 99,80 % | 100,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 706 CHF | 500 256 CHF | 99,27% | 99,27% |
12/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 235 CHF | 501 785 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 484 CHF | 506 034 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 849 CHF | 503 399 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 948 CHF | 506 498 CHF | 99,23% | 99,23% |