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% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 231 CHF | 503 731 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 928 CHF | 503 428 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 142 CHF | 503 642 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 930 CHF | 503 430 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 478 CHF | 502 978 CHF | 99,37% | 99,37% |
13/11/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 262 CHF | 502 762 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 395 CHF | 502 895 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 994 CHF | 503 494 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 164 CHF | 502 664 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 949 CHF | 503 449 CHF | 98,80% | 98,80% |