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% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 870 CHF | 507 370 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 757 CHF | 507 257 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 703 CHF | 507 203 CHF | 98,95% | 98,95% |
15/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 684 CHF | 507 184 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 718 CHF | 507 218 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 678 CHF | 507 178 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 179 CHF | 507 679 CHF | 99,14% | 99,14% |
11/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 504 CHF | 508 004 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 481 CHF | 507 981 CHF | 99,38% | 99,38% |
07/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 291 CHF | 507 791 CHF | 98,56% | 98,56% |