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 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 992 CHF | 509 492 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 008 CHF | 508 508 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 024 CHF | 508 524 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 592 CHF | 509 092 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 327 CHF | 508 827 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 974 CHF | 507 474 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 043 CHF | 509 543 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 820 CHF | 510 320 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 546 CHF | 509 046 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 803 CHF | 509 303 CHF | 99,23% | 99,23% |