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% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 140 CHF | 508 640 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 960 CHF | 507 460 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 394 CHF | 507 894 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 793 CHF | 508 293 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 076 CHF | 509 576 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 605 CHF | 509 105 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 998 CHF | 507 498 CHF | 98,22% | 98,22% |
11/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 405 CHF | 506 905 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 183 CHF | 509 683 CHF | 98,73% | 98,73% |
07/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 270 CHF | 510 770 CHF | 40,72% | 40,72% |