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 | 500 631 CHF | 503 131 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 248 CHF | 502 748 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 597 CHF | 503 097 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 095 CHF | 502 595 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 670 CHF | 505 170 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 570 CHF | 505 070 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 631 CHF | 505 131 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 928 CHF | 505 428 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 583 CHF | 505 083 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 157 CHF | 504 657 CHF | 98,56% | 98,56% |