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% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 032 CHF | 506 532 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 180 CHF | 506 680 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 935 CHF | 507 435 CHF | 99,38% | 99,38% |
15/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 946 CHF | 507 446 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 666 CHF | 508 166 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 923 CHF | 508 423 CHF | 99,10% | 99,10% |
12/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 161 CHF | 508 661 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 188 CHF | 508 688 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 948 CHF | 508 448 CHF | 99,34% | 99,34% |
07/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 045 CHF | 508 545 CHF | 98,80% | 98,80% |