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% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 250 CHF | 507 750 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 250 CHF | 507 750 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 500 CHF | 508 000 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 500 CHF | 508 000 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 500 CHF | 508 000 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 820 CHF | 508 320 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 000 CHF | 508 500 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 000 CHF | 508 500 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 242 CHF | 508 742 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 250 CHF | 508 750 CHF | 98,57% | 98,57% |