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% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 889 CHF | 510 389 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 554 CHF | 510 054 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,40 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 517 CHF | 509 017 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 148 CHF | 511 648 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 579 CHF | 515 079 CHF | 99,10% | 99,10% |
13/11/2024 | 0,48% | 103,00 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 639 CHF | 518 139 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 274 CHF | 516 774 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 103,20 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 722 CHF | 517 222 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 972 CHF | 515 472 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 528 CHF | 518 028 CHF | 99,24% | 99,24% |