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% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 114 CHF | 513 614 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 102,30 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 906 CHF | 512 406 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 334 CHF | 510 834 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 530 CHF | 513 030 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 997 CHF | 516 497 CHF | 99,10% | 99,10% |
13/11/2024 | 0,29% | 102,90 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 738 CHF | 515 238 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 946 CHF | 516 446 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 318 CHF | 516 818 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 697 CHF | 516 197 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 103,10 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 585 CHF | 516 085 CHF | 99,23% | 99,23% |