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% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 562 CHF | 506 062 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 524 CHF | 506 024 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 713 CHF | 505 213 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 789 CHF | 506 289 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 100,90 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 460 CHF | 505 960 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 573 CHF | 505 073 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 645 CHF | 506 145 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 429 CHF | 506 929 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 826 CHF | 506 326 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 610 CHF | 507 110 CHF | 99,23% | 99,23% |