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% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 548 CHF | 511 048 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 046 CHF | 510 546 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 757 CHF | 508 257 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 784 CHF | 508 284 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 714 CHF | 508 214 CHF | 99,13% | 99,13% |
13/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 344 CHF | 506 844 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 058 CHF | 508 558 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 773 CHF | 507 273 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 715 CHF | 504 215 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 424 CHF | 503 924 CHF | 99,06% | 99,06% |