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% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 251 CHF | 510 751 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 849 CHF | 510 349 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 818 CHF | 509 318 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 992 CHF | 509 492 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 545 CHF | 510 045 CHF | 99,10% | 99,10% |
13/11/2024 | 0,29% | 101,70 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 552 CHF | 510 052 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 306 CHF | 510 806 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 072 CHF | 510 572 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 500 CHF | 511 000 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 102,00 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 877 CHF | 511 377 CHF | 95,45% | 95,45% |