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 | 506 855 CHF | 509 355 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 587 CHF | 509 087 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 904 CHF | 508 404 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 529 CHF | 507 029 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 953 CHF | 505 453 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 964 CHF | 506 464 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 778 CHF | 507 278 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 026 CHF | 510 526 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 101,05 % | 101,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 110 CHF | 507 610 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 703 CHF | 509 203 CHF | 63,05% | 63,05% |