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% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 357 CHF | 503 857 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 219 CHF | 500 719 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 932 CHF | 501 432 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 429 CHF | 501 929 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 737 CHF | 502 237 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 578 CHF | 502 078 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 455 CHF | 501 955 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 886 CHF | 504 386 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 057 CHF | 503 557 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 252 CHF | 503 752 CHF | 98,77% | 98,77% |