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% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 065 CHF | 508 565 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 095 CHF | 507 595 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 002 CHF | 508 502 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 627 CHF | 509 127 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 761 CHF | 509 261 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 294 CHF | 507 794 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 915 CHF | 509 415 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 389 CHF | 509 889 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 415 CHF | 508 915 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 283 CHF | 509 783 CHF | 99,23% | 99,23% |