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 | 0,20% | 102,30 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 236 CHF | 513 236 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 102,20 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 065 CHF | 513 065 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 102,20 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 281 CHF | 512 281 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 102,20 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 849 CHF | 513 849 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 102,50 % | 102,70 % | 500 000 | 500 000 | 499 028 | 499 028 | 511 297 CHF | 512 297 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 102,40 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 000 CHF | 513 000 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 102,40 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 922 CHF | 512 922 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 102,60 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 226 CHF | 514 226 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 102,40 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 996 CHF | 512 996 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 102,40 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 230 CHF | 513 230 CHF | 99,76% | 99,76% |