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% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 419 CHF | 501 968 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 99,50 % | 99,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 870 CHF | 499 420 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 266 CHF | 501 816 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 715 CHF | 503 263 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 859 CHF | 503 409 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 130 CHF | 499 680 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 502 CHF | 504 052 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 177 CHF | 504 727 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 283 CHF | 502 833 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 630 CHF | 505 180 CHF | 100,00% | 100,00% |