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 | 0,20% | 100,80 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 612 CHF | 505 612 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 100,90 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 344 CHF | 505 344 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 100,80 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 093 CHF | 505 093 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 101,00 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 214 CHF | 506 214 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 101,10 % | 101,30 % | 500 000 | 500 000 | 499 034 | 499 034 | 504 362 CHF | 505 361 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 101,00 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 397 CHF | 505 397 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 100,90 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 548 CHF | 506 548 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 101,30 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 465 CHF | 507 465 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 101,10 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 435 CHF | 506 435 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 101,20 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 721 CHF | 506 721 CHF | 100,00% | 100,00% |