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% | 102,29 % | 102,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 440 CHF | 515 940 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 102,51 % | 103,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 669 CHF | 515 169 CHF | 89,38% | 89,38% |
18/11/2024 | 0,49% | 102,59 % | 103,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 911 CHF | 515 411 CHF | 99,68% | 99,68% |
15/11/2024 | 0,49% | 102,49 % | 102,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 725 CHF | 515 225 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 103,48 % | 103,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 475 CHF | 518 975 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 103,38 % | 103,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 092 CHF | 519 592 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,56 % | 104,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 702 CHF | 520 202 CHF | 98,75% | 98,75% |
11/11/2024 | 0,48% | 103,66 % | 104,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 448 CHF | 520 948 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,59 % | 104,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 250 CHF | 520 750 CHF | 99,84% | 99,84% |
07/11/2024 | 0,48% | 103,48 % | 103,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 559 CHF | 520 059 CHF | 100,00% | 100,00% |