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% | 100,71 % | 101,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 056 CHF | 507 556 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 100,23 % | 100,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 665 CHF | 503 165 CHF | 89,36% | 89,36% |
18/11/2024 | 0,49% | 100,93 % | 101,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 443 CHF | 507 943 CHF | 99,67% | 99,67% |
15/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 603 CHF | 508 103 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,31 % | 101,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 263 CHF | 507 763 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 100,88 % | 101,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 187 CHF | 506 687 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 293 CHF | 509 793 CHF | 98,72% | 98,72% |
11/11/2024 | 0,49% | 101,92 % | 102,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 048 CHF | 511 548 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,43 % | 101,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 681 CHF | 509 181 CHF | 99,85% | 99,85% |
07/11/2024 | 0,49% | 101,66 % | 102,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 690 CHF | 511 190 CHF | 100,00% | 100,00% |