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 | 506 750 CHF | 509 250 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 750 CHF | 509 250 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 730 CHF | 509 230 CHF | 99,19% | 99,19% |
15/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 750 CHF | 509 250 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 740 CHF | 509 240 CHF | 99,16% | 99,16% |
13/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 599 CHF | 509 099 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 929 CHF | 509 429 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 250 CHF | 509 750 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 036 CHF | 509 536 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 182 CHF | 509 682 CHF | 99,08% | 99,08% |