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 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 133 CHF | 505 682 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 100,50 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 517 CHF | 504 067 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 337 CHF | 504 887 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 839 CHF | 506 388 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,70 % | 101,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 703 CHF | 505 253 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 784 CHF | 504 334 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 433 CHF | 505 983 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 856 CHF | 507 406 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 176 CHF | 505 726 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 101,10 % | 101,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 927 CHF | 506 477 CHF | 99,23% | 99,23% |