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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 454 CHF | 506 954 CHF | 99,90% | 99,90% |
20/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 763 CHF | 507 263 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 268 CHF | 505 768 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 548 CHF | 507 048 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 628 CHF | 506 128 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 038 CHF | 505 538 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 187 CHF | 504 687 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 644 CHF | 506 144 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 198 CHF | 508 698 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 849 CHF | 508 349 CHF | 100,00% | 100,00% |