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% | 101,47 % | 101,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 641 CHF | 510 141 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,68 % | 102,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 041 CHF | 510 541 CHF | 87,88% | 87,88% |
18/11/2024 | 0,48% | 102,91 % | 103,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 903 CHF | 517 403 CHF | 99,67% | 99,67% |
15/11/2024 | 0,48% | 103,13 % | 103,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 812 CHF | 517 312 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,39 % | 102,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 342 CHF | 511 842 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 101,11 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 375 CHF | 505 875 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,76 % | 100,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 327 CHF | 503 827 CHF | 96,15% | 96,15% |
11/11/2024 | 0,49% | 101,93 % | 102,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 815 CHF | 511 315 CHF | 99,70% | 99,70% |
08/11/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 309 CHF | 511 809 CHF | 72,55% | 72,55% |
07/11/2024 | 0,48% | 104,13 % | 104,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 977 CHF | 522 477 CHF | 99,99% | 99,99% |