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% | 101,46 % | 101,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 876 CHF | 509 376 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 100,48 % | 100,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 337 CHF | 501 837 CHF | 89,37% | 89,37% |
18/11/2024 | 0,50% | 100,53 % | 101,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 100 CHF | 504 600 CHF | 99,53% | 99,53% |
15/11/2024 | 0,49% | 101,39 % | 101,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 851 CHF | 512 351 CHF | 50,69% | 50,69% |
14/11/2024 | 0,49% | 102,48 % | 102,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 872 CHF | 513 372 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 103,25 % | 103,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 062 CHF | 519 562 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,79 % | 104,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 728 CHF | 522 228 CHF | 98,73% | 98,73% |
11/11/2024 | 0,47% | 105,41 % | 105,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 671 CHF | 528 171 CHF | 27,87% | 27,87% |
08/11/2024 | 0,48% | 104,72 % | 105,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 747 CHF | 527 247 CHF | 71,83% | 71,83% |
07/11/2024 | 0,47% | 105,27 % | 105,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 584 CHF | 530 084 CHF | 100,00% | 100,00% |