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% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 868 CHF | 509 368 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 835 CHF | 509 335 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 902 CHF | 509 402 CHF | 99,38% | 99,38% |
15/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 038 CHF | 509 538 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 254 CHF | 509 754 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 417 CHF | 509 917 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 455 CHF | 509 955 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 664 CHF | 510 164 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 592 CHF | 510 092 CHF | 99,34% | 99,34% |
07/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 751 CHF | 510 251 CHF | 98,77% | 98,77% |