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% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 946 CHF | 505 446 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 116 CHF | 501 616 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 533 CHF | 503 033 CHF | 98,90% | 98,90% |
15/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 557 CHF | 505 057 CHF | 99,34% | 99,34% |
14/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 599 CHF | 510 099 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 372 CHF | 508 872 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 952 CHF | 508 452 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 984 CHF | 510 484 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 801 CHF | 507 301 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 750 CHF | 507 250 CHF | 98,57% | 98,57% |