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 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 867 CHF | 507 367 CHF | 99,36% | 99,36% |
19/11/2024 | 0,30% | 100,80 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 141 CHF | 505 641 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 597 CHF | 507 097 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 300 CHF | 508 800 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,10 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 997 CHF | 507 497 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 004 CHF | 506 504 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 101,00 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 802 CHF | 508 302 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 433 CHF | 509 933 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 108 CHF | 507 608 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 291 CHF | 507 791 CHF | 99,23% | 99,23% |