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% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 019 CHF | 508 519 CHF | 99,08% | 99,08% |
19/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 845 CHF | 509 345 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 891 CHF | 511 391 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 610 CHF | 509 110 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 436 CHF | 508 936 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 284 CHF | 506 784 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 137 CHF | 507 637 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 657 CHF | 509 157 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 609 CHF | 506 109 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 127 CHF | 509 627 CHF | 98,77% | 98,77% |