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% | 103,00 % | 103,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 538 CHF | 517 087 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 103,00 % | 103,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 763 CHF | 516 313 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 103,10 % | 103,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 261 CHF | 516 811 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 103,20 % | 103,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 251 CHF | 516 799 CHF | 99,04% | 99,04% |
14/11/2024 | 0,30% | 103,40 % | 103,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 438 CHF | 518 988 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 103,70 % | 104,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 298 CHF | 519 848 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 103,70 % | 104,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 598 CHF | 520 148 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 103,80 % | 104,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 715 CHF | 520 265 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 103,50 % | 103,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 529 CHF | 519 079 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 103,50 % | 103,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 104 CHF | 518 654 CHF | 99,24% | 99,24% |