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 | 0,29% | 103,30 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 135 CHF | 518 635 CHF | 99,37% | 99,37% |
19/11/2024 | 0,48% | 103,10 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 337 CHF | 517 837 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 911 CHF | 518 411 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 103,40 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 641 CHF | 519 141 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 103,70 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 436 CHF | 519 936 CHF | 99,10% | 99,10% |
13/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 986 CHF | 519 486 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 754 CHF | 520 254 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 103,70 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 172 CHF | 520 672 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 501 CHF | 520 001 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 103,50 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 645 CHF | 520 145 CHF | 99,23% | 99,23% |