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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 516 CHF | 508 016 CHF | 100,00% | 100,00% |
22/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 496 CHF | 507 996 CHF | 99,90% | 99,90% |
20/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 100 CHF | 507 649 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 434 CHF | 505 934 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 606 CHF | 507 106 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 101,20 % | 101,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 596 CHF | 508 144 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,60 % | 101,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 856 CHF | 509 406 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 873 CHF | 508 373 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 848 CHF | 509 348 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 057 CHF | 510 557 CHF | 100,00% | 100,00% |