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% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 068 CHF | 506 568 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 094 CHF | 506 594 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 122 CHF | 507 622 CHF | 98,90% | 98,90% |
15/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 957 CHF | 507 457 CHF | 99,35% | 99,35% |
14/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 406 CHF | 508 906 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 458 CHF | 508 958 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 412 CHF | 508 912 CHF | 99,15% | 99,15% |
11/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 309 CHF | 508 809 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 138 CHF | 508 638 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 297 CHF | 508 797 CHF | 98,56% | 98,56% |