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% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 959 CHF | 504 459 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 343 CHF | 504 843 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 733 CHF | 505 233 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 607 CHF | 502 156 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 853 CHF | 500 353 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 774 CHF | 501 274 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 423 CHF | 501 923 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 113 CHF | 505 613 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 499 679 | 497 975 CHF | 500 153 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 499 729 | 500 867 CHF | 503 095 CHF | 99,23% | 99,23% |