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 | 0,30% | 102,00 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 470 CHF | 510 019 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 101,40 % | 101,71 % | 500 000 | 500 000 | 492 406 | 492 406 | 500 509 CHF | 502 073 CHF | 97,36% | 97,36% |
18/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 203 CHF | 510 753 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 102,00 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 816 CHF | 511 365 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 102,10 % | 102,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 092 CHF | 511 642 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 639 CHF | 510 189 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 102,10 % | 102,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 893 CHF | 512 443 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 102,30 % | 102,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 886 CHF | 513 436 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 102,10 % | 102,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 053 CHF | 511 603 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 102,00 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 470 CHF | 512 020 CHF | 99,23% | 99,23% |