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% | 101,08 % | 101,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 440 CHF | 507 940 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,08 % | 101,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 409 CHF | 507 909 CHF | 89,38% | 89,38% |
18/11/2024 | 0,49% | 101,08 % | 101,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 380 CHF | 507 880 CHF | 99,68% | 99,68% |
15/11/2024 | 0,49% | 101,07 % | 101,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 398 CHF | 507 898 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,08 % | 101,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 400 CHF | 507 900 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 101,07 % | 101,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 315 CHF | 507 815 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,06 % | 101,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 311 CHF | 507 811 CHF | 98,75% | 98,75% |
11/11/2024 | 0,49% | 101,06 % | 101,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 298 CHF | 507 798 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,06 % | 101,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 253 CHF | 507 753 CHF | 99,84% | 99,84% |
07/11/2024 | 0,49% | 101,06 % | 101,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 298 CHF | 507 798 CHF | 100,00% | 100,00% |