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% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 781 CHF | 507 281 CHF | 99,37% | 99,37% |
19/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 291 CHF | 507 791 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 396 CHF | 507 896 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 655 CHF | 506 203 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 158 CHF | 505 658 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 913 CHF | 506 413 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 782 CHF | 506 282 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 480 CHF | 509 980 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 916 CHF | 506 416 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 582 CHF | 509 082 CHF | 99,23% | 99,23% |