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% | 101,36 % | 101,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 738 CHF | 511 238 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 710 CHF | 509 210 CHF | 89,36% | 89,36% |
18/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 648 CHF | 511 148 CHF | 99,67% | 99,67% |
15/11/2024 | 0,49% | 101,67 % | 102,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 851 CHF | 512 351 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 716 CHF | 514 216 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,38 % | 102,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 206 CHF | 514 706 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,33 % | 102,83 % | 500 000 | 500 000 | 499 983 | 500 000 | 512 402 CHF | 514 919 CHF | 98,73% | 98,73% |
11/11/2024 | 0,49% | 102,51 % | 103,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 118 CHF | 515 618 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,89 % | 104,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 630 CHF | 522 130 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 104,11 % | 104,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 039 CHF | 522 539 CHF | 100,00% | 100,00% |