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% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 800 CHF | 506 300 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 435 CHF | 505 935 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 677 CHF | 506 177 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 642 CHF | 504 142 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 040 CHF | 504 540 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 967 CHF | 504 467 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 987 CHF | 505 487 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 372 CHF | 506 872 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 211 CHF | 506 711 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 410 CHF | 507 910 CHF | 99,24% | 99,24% |