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% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 116 CHF | 506 616 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 875 CHF | 505 375 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 267 CHF | 505 767 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 292 CHF | 505 792 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 431 CHF | 503 931 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 851 CHF | 502 351 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 858 CHF | 502 358 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 767 CHF | 505 267 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 737 CHF | 502 237 CHF | 99,34% | 99,34% |
07/11/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 495 CHF | 504 995 CHF | 98,80% | 98,80% |