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 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 231 CHF | 507 731 CHF | 99,30% | 99,30% |
20/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 683 CHF | 508 183 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 193 CHF | 504 693 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 808 CHF | 505 308 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 510 CHF | 506 010 CHF | 99,35% | 99,35% |
14/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 605 CHF | 507 105 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 131 CHF | 507 631 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 013 CHF | 509 513 CHF | 99,15% | 99,15% |
11/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 215 CHF | 510 715 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 050 CHF | 509 550 CHF | 99,38% | 99,38% |