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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,30% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 674 CHF | 509 174 CHF | 99,90% | 99,90% |
20/11/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 466 CHF | 507 966 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 318 CHF | 505 818 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 180 CHF | 507 680 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 210 CHF | 508 710 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 975 CHF | 508 475 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 121 CHF | 504 621 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 167 CHF | 505 667 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 695 CHF | 506 195 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 100,70 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 156 CHF | 504 656 CHF | 100,00% | 100,00% |