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% | 103,15 % | 103,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 103 CHF | 518 603 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 103,06 % | 103,56 % | 500 000 | 500 000 | 499 962 | 500 000 | 515 745 CHF | 518 284 CHF | 89,38% | 89,38% |
18/11/2024 | 0,48% | 103,08 % | 103,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 106 CHF | 517 606 CHF | 99,67% | 99,67% |
15/11/2024 | 0,49% | 102,63 % | 103,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 346 CHF | 515 846 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,66 % | 103,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 659 CHF | 514 159 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,31 % | 102,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 533 CHF | 514 033 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,31 % | 102,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 949 CHF | 515 449 CHF | 98,72% | 98,72% |
11/11/2024 | 0,48% | 102,75 % | 103,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 247 CHF | 516 747 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,16 % | 102,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 955 CHF | 513 455 CHF | 99,83% | 99,83% |
07/11/2024 | 0,49% | 102,34 % | 102,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 572 CHF | 515 072 CHF | 100,00% | 100,00% |