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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 031 CHF | 508 531 CHF | 99,38% | 99,38% |
22/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 132 CHF | 508 632 CHF | 99,37% | 99,37% |
20/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 334 CHF | 508 834 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 281 CHF | 508 781 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 636 CHF | 509 136 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 966 CHF | 509 466 CHF | 98,92% | 98,92% |
14/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 000 CHF | 509 500 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 193 CHF | 509 693 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 250 CHF | 509 750 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 446 CHF | 509 946 CHF | 99,38% | 99,38% |