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% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 840 CHF | 506 340 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 649 CHF | 506 149 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 761 CHF | 507 261 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 195 CHF | 508 695 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 115 CHF | 511 615 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 973 CHF | 513 473 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 102,10 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 539 CHF | 512 039 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 036 CHF | 513 536 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 433 CHF | 511 933 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 188 CHF | 513 688 CHF | 99,24% | 99,24% |