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 | 0,49% | 101,86 % | 102,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 708 CHF | 512 208 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 874 CHF | 507 374 CHF | 89,38% | 89,38% |
18/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 197 CHF | 509 697 CHF | 99,68% | 99,68% |
15/11/2024 | 0,49% | 101,47 % | 101,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 191 CHF | 511 691 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,39 % | 102,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 606 CHF | 514 106 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,28 % | 102,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 474 CHF | 513 974 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,39 % | 102,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 941 CHF | 515 441 CHF | 98,75% | 98,75% |
11/11/2024 | 0,48% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 145 CHF | 517 645 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,08 % | 103,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 464 CHF | 517 964 CHF | 99,84% | 99,84% |
07/11/2024 | 0,48% | 102,96 % | 103,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 164 CHF | 517 664 CHF | 100,00% | 100,00% |