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% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 220 CHF | 508 720 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 250 CHF | 508 750 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 250 CHF | 508 750 CHF | 99,22% | 99,22% |
15/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 250 CHF | 508 750 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 486 CHF | 508 986 CHF | 99,16% | 99,16% |
13/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 532 CHF | 509 032 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 750 CHF | 509 250 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 750 CHF | 509 250 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 000 CHF | 509 500 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 000 CHF | 509 500 CHF | 99,08% | 99,08% |