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% | 103,40 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 625 CHF | 519 125 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 103,30 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 019 CHF | 519 519 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 103,30 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 552 CHF | 518 052 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 103,30 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 840 CHF | 518 340 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 103,40 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 951 CHF | 518 451 CHF | 99,10% | 99,10% |
13/11/2024 | 0,29% | 103,30 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 113 CHF | 517 613 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 103,30 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 770 CHF | 518 270 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 103,40 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 662 CHF | 518 162 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,10 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 768 CHF | 517 268 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 102,90 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 932 CHF | 516 432 CHF | 99,23% | 99,23% |