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% | 102,20 % | 102,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 476 CHF | 513 025 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 101,40 % | 101,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 750 CHF | 509 300 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 965 CHF | 510 515 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,70 % | 102,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 422 CHF | 509 971 CHF | 99,04% | 99,04% |
14/11/2024 | 0,30% | 101,90 % | 102,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 019 CHF | 510 569 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 101,60 % | 101,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 990 CHF | 508 540 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 101,40 % | 101,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 888 CHF | 509 438 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 101,60 % | 101,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 458 CHF | 510 008 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 101,70 % | 102,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 307 CHF | 509 857 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 537 CHF | 510 087 CHF | 99,24% | 99,24% |