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% | 102,02 % | 102,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 322 CHF | 512 822 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,93 % | 102,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 554 CHF | 512 054 CHF | 89,37% | 89,37% |
18/11/2024 | 0,49% | 101,98 % | 102,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 564 CHF | 512 064 CHF | 99,68% | 99,68% |
15/11/2024 | 0,49% | 101,59 % | 102,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 982 CHF | 512 482 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,43 % | 102,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 924 CHF | 514 424 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,46 % | 102,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 368 CHF | 513 868 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 678 CHF | 515 178 CHF | 98,74% | 98,74% |
11/11/2024 | 0,49% | 102,48 % | 102,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 720 CHF | 515 220 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,43 % | 102,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 878 CHF | 514 378 CHF | 99,83% | 99,83% |
07/11/2024 | 0,49% | 102,34 % | 102,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 547 CHF | 514 047 CHF | 100,00% | 100,00% |