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 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 677 CHF | 507 227 CHF | 99,90% | 99,90% |
20/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 215 CHF | 508 715 CHF | 99,37% | 99,37% |
19/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 213 CHF | 506 713 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 409 CHF | 505 909 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 100,80 % | 101,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 514 CHF | 506 063 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 910 CHF | 506 460 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 679 CHF | 507 179 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 439 CHF | 508 939 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 101,40 % | 101,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 054 CHF | 508 604 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 482 CHF | 508 982 CHF | 100,00% | 100,00% |