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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 912 CHF | 504 462 CHF | 99,90% | 99,90% |
20/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 104 CHF | 505 653 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 405 CHF | 500 955 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 127 CHF | 502 677 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,10 % | 100,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 670 CHF | 502 218 CHF | 99,04% | 99,04% |
14/11/2024 | 0,31% | 100,40 % | 100,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 534 CHF | 503 084 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 198 CHF | 499 748 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 154 CHF | 501 704 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 487 CHF | 502 037 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 567 CHF | 502 117 CHF | 100,00% | 100,00% |