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% | 99,94 % | 100,44 % | 750 000 | 750 000 | 750 000 | 750 000 | 752 066 CHF | 755 816 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 100,06 % | 100,56 % | 750 000 | 750 000 | 750 000 | 750 000 | 749 338 CHF | 753 088 CHF | 89,38% | 89,38% |
18/11/2024 | 0,50% | 100,31 % | 100,81 % | 750 000 | 750 000 | 750 000 | 750 000 | 751 204 CHF | 754 954 CHF | 99,66% | 99,66% |
15/11/2024 | 0,50% | 100,19 % | 100,69 % | 750 000 | 750 000 | 750 000 | 750 000 | 753 253 CHF | 757 003 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,89 % | 101,39 % | 750 000 | 750 000 | 750 000 | 750 000 | 755 550 CHF | 759 300 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 100,46 % | 100,96 % | 750 000 | 750 000 | 750 000 | 750 000 | 753 031 CHF | 756 781 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 100,45 % | 100,95 % | 750 000 | 750 000 | 750 000 | 750 000 | 755 435 CHF | 759 185 CHF | 98,73% | 98,73% |
11/11/2024 | 0,49% | 101,03 % | 101,53 % | 750 000 | 750 000 | 750 000 | 750 000 | 757 897 CHF | 761 647 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,60 % | 101,10 % | 750 000 | 750 000 | 750 000 | 750 000 | 754 374 CHF | 758 124 CHF | 99,83% | 99,83% |
07/11/2024 | 0,50% | 100,75 % | 101,25 % | 750 000 | 750 000 | 750 000 | 750 000 | 755 105 CHF | 758 855 CHF | 100,00% | 100,00% |