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% | 101,61 % | 102,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 050 CHF | 510 550 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 032 CHF | 510 532 CHF | 89,37% | 89,37% |
18/11/2024 | 0,49% | 101,61 % | 102,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 043 CHF | 510 543 CHF | 99,68% | 99,68% |
15/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 999 CHF | 510 499 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,59 % | 102,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 947 CHF | 510 447 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 101,58 % | 102,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 898 CHF | 510 398 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,57 % | 102,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 857 CHF | 510 357 CHF | 98,74% | 98,74% |
11/11/2024 | 0,49% | 101,58 % | 102,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 873 CHF | 510 373 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,56 % | 102,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 811 CHF | 510 311 CHF | 99,82% | 99,82% |
07/11/2024 | 0,49% | 101,57 % | 102,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 849 CHF | 510 349 CHF | 100,00% | 100,00% |