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 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 367 CHF | 506 867 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 609 CHF | 505 109 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 204 CHF | 505 704 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 899 CHF | 505 399 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 399 CHF | 505 899 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 166 CHF | 504 666 CHF | 99,80% | 99,80% |
12/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 630 CHF | 506 130 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 933 CHF | 507 433 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 481 CHF | 504 981 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 361 CHF | 507 861 CHF | 99,23% | 99,23% |