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% | 101,50 % | 101,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 442 CHF | 509 991 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 101,50 % | 101,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 067 CHF | 508 617 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,60 % | 101,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 559 CHF | 509 109 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,70 % | 102,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 098 CHF | 508 646 CHF | 99,04% | 99,04% |
14/11/2024 | 0,30% | 102,00 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 126 CHF | 512 676 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 102,50 % | 102,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 080 CHF | 513 630 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 102,50 % | 102,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 474 CHF | 514 024 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 102,60 % | 102,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 576 CHF | 514 126 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 102,00 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 294 CHF | 511 844 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 102,00 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 702 CHF | 511 252 CHF | 99,24% | 99,24% |