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 | 0,59% | 101,57 % | 102,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 573 CHF | 511 573 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 101,60 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 678 CHF | 510 678 CHF | 89,36% | 89,36% |
18/11/2024 | 0,59% | 101,80 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 710 CHF | 511 710 CHF | 99,66% | 99,66% |
15/11/2024 | 0,59% | 101,39 % | 101,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 001 CHF | 511 001 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 101,75 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 322 CHF | 511 322 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 101,46 % | 102,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 755 CHF | 510 755 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 101,72 % | 102,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 393 CHF | 512 393 CHF | 98,72% | 98,72% |
11/11/2024 | 0,59% | 102,13 % | 102,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 470 CHF | 513 470 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 101,66 % | 102,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 269 CHF | 511 269 CHF | 99,83% | 99,83% |
07/11/2024 | 0,59% | 101,65 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 166 CHF | 512 166 CHF | 100,00% | 100,00% |