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 | 502 890 CHF | 505 390 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 614 CHF | 503 114 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 891 CHF | 505 391 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 137 CHF | 507 637 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 137 CHF | 508 637 CHF | 99,16% | 99,16% |
13/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 711 CHF | 507 211 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 188 CHF | 509 688 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 336 CHF | 510 836 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 479 CHF | 508 979 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 153 CHF | 509 653 CHF | 99,08% | 99,08% |