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% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 320 CHF | 504 820 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 880 CHF | 503 380 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 784 CHF | 501 284 CHF | 99,38% | 99,38% |
15/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 543 CHF | 504 043 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 128 CHF | 508 628 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 489 CHF | 513 989 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 032 CHF | 515 532 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 368 CHF | 509 868 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 227 CHF | 508 727 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 375 CHF | 510 875 CHF | 98,80% | 98,80% |