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% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 630 CHF | 513 130 CHF | 99,37% | 99,37% |
19/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 400 CHF | 512 900 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 984 CHF | 513 484 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 439 CHF | 513 939 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 090 CHF | 513 590 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 359 CHF | 513 859 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 182 CHF | 513 682 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 532 CHF | 515 032 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 690 CHF | 514 190 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 210 CHF | 514 710 CHF | 99,23% | 99,23% |