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 | 0,31% | 101,30 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 561 CHF | 508 109 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 101,30 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 064 CHF | 507 614 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 102,20 % | 102,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 045 CHF | 512 595 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 102,10 % | 102,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 550 CHF | 513 098 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 102,40 % | 102,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 200 CHF | 513 750 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 102,50 % | 102,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 822 CHF | 513 372 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 103,20 % | 103,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 438 CHF | 517 988 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 102,60 % | 102,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 138 CHF | 514 688 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 102,00 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 192 CHF | 512 742 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 102,50 % | 102,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 417 CHF | 514 967 CHF | 99,24% | 99,24% |