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% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 089 CHF | 509 589 CHF | 99,37% | 99,37% |
19/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 351 CHF | 509 851 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 619 CHF | 510 119 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 000 CHF | 509 500 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 420 CHF | 509 920 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 931 CHF | 510 431 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 941 CHF | 510 441 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 021 CHF | 511 521 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 484 CHF | 510 984 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 886 CHF | 513 386 CHF | 99,24% | 99,24% |