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% | 102,01 % | 102,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 326 CHF | 512 826 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,92 % | 102,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 167 CHF | 511 667 CHF | 89,37% | 89,37% |
18/11/2024 | 0,49% | 101,87 % | 102,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 186 CHF | 511 686 CHF | 99,66% | 99,66% |
15/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 706 CHF | 512 206 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,31 % | 102,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 276 CHF | 513 776 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,11 % | 102,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 354 CHF | 512 854 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,18 % | 102,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 218 CHF | 513 718 CHF | 98,73% | 98,73% |
11/11/2024 | 0,49% | 102,33 % | 102,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 944 CHF | 514 444 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,28 % | 102,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 308 CHF | 513 808 CHF | 99,83% | 99,83% |
07/11/2024 | 0,49% | 102,27 % | 102,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 222 CHF | 513 722 CHF | 100,00% | 100,00% |