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% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 624 CHF | 514 124 CHF | 99,37% | 99,37% |
19/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 883 CHF | 514 383 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 830 CHF | 514 330 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 626 CHF | 515 126 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 863 CHF | 514 363 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 011 CHF | 514 511 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 318 CHF | 514 818 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 873 CHF | 515 373 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 468 CHF | 514 968 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 232 CHF | 515 732 CHF | 99,23% | 99,23% |