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% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 078 CHF | 508 578 CHF | 99,90% | 99,90% |
20/11/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 632 CHF | 509 132 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 660 CHF | 506 160 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 251 CHF | 508 751 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 596 CHF | 507 096 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 810 CHF | 506 310 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 100,60 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 501 CHF | 505 001 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 404 CHF | 506 904 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 230 CHF | 510 730 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 955 CHF | 510 455 CHF | 100,00% | 100,00% |