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 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 423 CHF | 506 972 CHF | 99,37% | 99,37% |
19/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 367 CHF | 507 867 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 392 CHF | 504 942 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 626 CHF | 505 175 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 462 CHF | 505 012 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 525 CHF | 504 075 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 181 CHF | 505 731 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 136 CHF | 504 686 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 042 CHF | 502 542 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 99,80 % | 100,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 982 CHF | 501 532 CHF | 99,23% | 99,23% |