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% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 500 CHF | 514 000 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 500 CHF | 514 000 CHF | 89,37% | 89,37% |
18/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 500 CHF | 514 000 CHF | 99,67% | 99,67% |
15/11/2024 | 0,49% | 102,29 % | 102,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 450 CHF | 513 950 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,29 % | 102,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 450 CHF | 513 950 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,28 % | 102,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 400 CHF | 513 900 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,28 % | 102,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 400 CHF | 513 900 CHF | 98,72% | 98,72% |
11/11/2024 | 0,49% | 102,27 % | 102,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 350 CHF | 513 850 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,27 % | 102,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 350 CHF | 513 850 CHF | 99,83% | 99,83% |
07/11/2024 | 0,49% | 102,27 % | 102,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 350 CHF | 513 850 CHF | 100,00% | 100,00% |