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 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 566 CHF | 506 066 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 856 CHF | 505 356 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 484 CHF | 505 984 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 523 CHF | 507 023 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 247 CHF | 508 747 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 192 CHF | 507 692 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 925 CHF | 508 425 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 497 CHF | 509 997 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 717 CHF | 509 217 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 670 CHF | 510 170 CHF | 99,23% | 99,23% |