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% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 996 CHF | 509 496 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 784 CHF | 508 284 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 813 CHF | 508 313 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,20 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 782 CHF | 506 282 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 243 CHF | 505 743 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 442 CHF | 507 942 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 061 CHF | 506 561 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 756 CHF | 508 256 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 044 CHF | 507 544 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 692 CHF | 509 192 CHF | 100,00% | 100,00% |