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 | 504 509 CHF | 507 009 CHF | 99,37% | 99,37% |
19/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 742 CHF | 507 242 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 321 CHF | 507 821 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 352 CHF | 508 852 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 532 CHF | 511 032 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 070 CHF | 512 570 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 609 CHF | 511 109 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 102,20 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 915 CHF | 512 415 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 504 CHF | 511 004 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 041 CHF | 512 541 CHF | 99,23% | 99,23% |