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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 311 CHF | 510 811 CHF | 99,17% | 99,17% |
22/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 253 CHF | 509 753 CHF | 99,17% | 99,17% |
20/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 792 CHF | 508 292 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 337 CHF | 506 837 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 914 CHF | 507 414 CHF | 99,19% | 99,19% |
15/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 956 CHF | 508 456 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 766 CHF | 509 266 CHF | 99,16% | 99,16% |
13/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 804 CHF | 507 304 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 949 CHF | 508 449 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 322 CHF | 510 822 CHF | 99,17% | 99,17% |