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% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 424 CHF | 507 924 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 267 CHF | 507 767 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 749 CHF | 507 249 CHF | 99,38% | 99,38% |
15/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 733 CHF | 506 233 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 099 CHF | 506 599 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 888 CHF | 506 388 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 912 CHF | 508 412 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 405 CHF | 509 905 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 349 CHF | 509 849 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 703 CHF | 510 203 CHF | 98,80% | 98,80% |