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 | 0,49% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 596 CHF | 507 096 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 390 CHF | 503 890 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 436 CHF | 506 936 CHF | 98,93% | 98,93% |
15/11/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 831 CHF | 508 331 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 235 CHF | 506 735 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 462 CHF | 506 962 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 052 CHF | 507 552 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 546 CHF | 509 046 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 163 CHF | 507 663 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 175 CHF | 506 675 CHF | 98,56% | 98,56% |