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% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 439 CHF | 508 939 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 442 CHF | 508 942 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 569 CHF | 509 069 CHF | 99,19% | 99,19% |
15/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 604 CHF | 509 104 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 453 CHF | 507 953 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 603 CHF | 506 103 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 918 CHF | 504 418 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 587 CHF | 508 087 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 895 CHF | 508 395 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 534 CHF | 508 034 CHF | 99,08% | 99,08% |