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 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 015 CHF | 510 515 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 448 CHF | 509 948 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 101,80 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 131 CHF | 509 631 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 101,30 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 460 CHF | 508 960 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 577 CHF | 513 077 CHF | 99,10% | 99,10% |
13/11/2024 | 0,29% | 102,40 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 781 CHF | 512 281 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 158 CHF | 513 658 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 815 CHF | 514 315 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 102,50 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 156 CHF | 513 656 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 102,20 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 972 CHF | 512 472 CHF | 99,24% | 99,24% |