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% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 181 CHF | 512 681 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 250 CHF | 512 750 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 449 CHF | 512 949 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 391 CHF | 512 891 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 577 CHF | 513 077 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 989 CHF | 513 489 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 972 CHF | 513 472 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 102,25 % | 102,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 164 CHF | 513 664 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 500 CHF | 514 000 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 500 CHF | 514 000 CHF | 98,56% | 98,56% |