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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 351 CHF | 509 901 CHF | 99,90% | 99,90% |
20/11/2024 | 0,30% | 101,50 % | 101,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 038 CHF | 508 586 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 101,40 % | 101,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 394 CHF | 506 944 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 101,40 % | 101,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 836 CHF | 508 386 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,50 % | 101,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 865 CHF | 509 414 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,50 % | 101,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 585 CHF | 509 135 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 155 CHF | 505 705 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 101,00 % | 101,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 662 CHF | 507 212 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 101,30 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 995 CHF | 507 545 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,90 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 121 CHF | 505 671 CHF | 100,00% | 100,00% |