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% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 056 CHF | 510 556 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 534 CHF | 509 034 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 042 CHF | 509 542 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 798 CHF | 509 298 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 163 CHF | 509 663 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 954 CHF | 508 454 CHF | 99,80% | 99,80% |
12/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 381 CHF | 509 881 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 546 CHF | 511 046 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 765 CHF | 509 265 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 425 CHF | 511 925 CHF | 99,24% | 99,24% |