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% | 103,39 % | 103,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 791 CHF | 520 291 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 103,44 % | 103,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 719 CHF | 519 219 CHF | 89,38% | 89,38% |
18/11/2024 | 0,48% | 103,00 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 903 CHF | 517 403 CHF | 99,36% | 99,36% |
15/11/2024 | 0,48% | 103,31 % | 103,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 053 CHF | 517 553 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,88 % | 103,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 479 CHF | 515 979 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,13 % | 102,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 470 CHF | 512 970 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 102,57 % | 103,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 379 CHF | 517 879 CHF | 98,75% | 98,75% |
11/11/2024 | 0,48% | 103,60 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 371 CHF | 520 871 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,51 % | 104,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 872 CHF | 520 372 CHF | 99,84% | 99,84% |
07/11/2024 | 0,48% | 103,59 % | 104,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 044 CHF | 520 544 CHF | 100,00% | 100,00% |