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 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 055 CHF | 504 555 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 100,10 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 957 CHF | 502 457 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 774 CHF | 503 274 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 382 CHF | 502 882 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 949 CHF | 503 449 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 517 CHF | 502 017 CHF | 99,80% | 99,80% |
12/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 270 CHF | 503 770 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 576 CHF | 505 076 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 332 CHF | 502 832 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 980 CHF | 506 480 CHF | 99,23% | 99,23% |