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% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 953 CHF | 506 453 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 571 CHF | 506 071 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 546 CHF | 506 046 CHF | 99,19% | 99,19% |
15/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 577 CHF | 506 077 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 957 CHF | 506 457 CHF | 99,16% | 99,16% |
13/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 918 CHF | 506 418 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 379 CHF | 506 879 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 755 CHF | 507 255 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 877 CHF | 507 377 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 533 CHF | 507 033 CHF | 99,09% | 99,09% |