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% | 101,95 % | 102,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 867 CHF | 511 367 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 927 CHF | 501 427 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 200 CHF | 503 700 CHF | 98,93% | 98,93% |
15/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 727 CHF | 505 227 CHF | 98,90% | 98,90% |
14/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 525 CHF | 507 025 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 795 CHF | 502 295 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 006 CHF | 505 506 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 405 CHF | 507 905 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 570 CHF | 508 070 CHF | 99,38% | 99,38% |
07/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 622 CHF | 509 122 CHF | 98,56% | 98,56% |