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 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 842 CHF | 511 342 CHF | 99,37% | 99,37% |
19/11/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 382 CHF | 510 882 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 596 CHF | 511 096 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 102,10 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 383 CHF | 511 883 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 102,00 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 027 CHF | 511 527 CHF | 99,10% | 99,10% |
13/11/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 757 CHF | 511 257 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 102,00 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 435 CHF | 511 935 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 102,10 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 690 CHF | 512 190 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 102,00 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 980 CHF | 511 480 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 102,30 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 026 CHF | 512 526 CHF | 99,23% | 99,23% |