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 | 504 034 CHF | 506 534 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 530 CHF | 506 030 CHF | 96,92% | 96,92% |
18/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 725 CHF | 507 225 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 724 CHF | 508 224 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 649 CHF | 508 149 CHF | 99,16% | 99,16% |
13/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 503 CHF | 507 003 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 920 CHF | 509 420 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 838 CHF | 510 338 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 642 CHF | 509 142 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 990 CHF | 509 490 CHF | 99,08% | 99,08% |