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% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 744 CHF | 505 244 CHF | 98,77% | 98,77% |
19/11/2024 | 0,31% | 101,10 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 429 CHF | 506 979 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 101,10 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 577 CHF | 506 127 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 009 CHF | 504 558 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 223 CHF | 504 773 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 431 CHF | 502 981 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 276 CHF | 504 826 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 726 CHF | 505 276 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 875 CHF | 503 375 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 128 CHF | 505 678 CHF | 99,23% | 99,23% |