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% | 102,80 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 004 CHF | 515 504 CHF | 99,37% | 99,37% |
19/11/2024 | 0,29% | 102,80 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 546 CHF | 516 046 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 687 CHF | 515 187 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 279 CHF | 514 779 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 635 CHF | 516 135 CHF | 99,10% | 99,10% |
13/11/2024 | 0,29% | 103,10 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 404 CHF | 514 904 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 102,80 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 175 CHF | 517 675 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 103,50 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 555 CHF | 519 055 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 103,20 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 858 CHF | 517 358 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 103,30 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 793 CHF | 518 293 CHF | 99,23% | 99,23% |