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% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 638 CHF | 509 138 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 330 CHF | 508 830 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 275 CHF | 509 775 CHF | 98,90% | 98,90% |
15/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 278 CHF | 509 778 CHF | 99,34% | 99,34% |
14/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 746 CHF | 510 246 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 851 CHF | 510 351 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 448 CHF | 510 948 CHF | 99,14% | 99,14% |
11/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 825 CHF | 511 325 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 167 CHF | 510 667 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 035 CHF | 510 535 CHF | 98,57% | 98,57% |