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 | 0,48% | 103,80 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 046 CHF | 521 546 CHF | 99,37% | 99,37% |
19/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 314 CHF | 519 814 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 103,60 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 086 CHF | 520 586 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 103,70 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 789 CHF | 519 289 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 234 CHF | 517 734 CHF | 99,10% | 99,10% |
13/11/2024 | 0,48% | 103,50 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 098 CHF | 519 598 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,10 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 158 CHF | 518 658 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 103,50 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 406 CHF | 519 906 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 748 CHF | 520 248 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 103,90 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 801 CHF | 522 301 CHF | 99,23% | 99,23% |