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 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 005 CHF | 506 554 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 254 CHF | 505 804 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 000 CHF | 506 550 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 433 CHF | 506 982 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 730 CHF | 507 280 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 551 CHF | 506 101 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 101,10 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 755 CHF | 507 305 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 137 CHF | 507 687 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 101,10 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 486 CHF | 507 036 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 132 CHF | 507 682 CHF | 99,24% | 99,24% |