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% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 517 CHF | 509 017 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 322 CHF | 508 822 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 712 CHF | 507 212 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 232 CHF | 507 732 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 500 CHF | 510 000 CHF | 99,10% | 99,10% |
13/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 246 CHF | 509 746 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 102,00 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 706 CHF | 511 206 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 135 CHF | 510 635 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 218 CHF | 510 718 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 990 CHF | 510 490 CHF | 99,24% | 99,24% |