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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 326 CHF | 508 826 CHF | 99,30% | 99,30% |
20/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 763 CHF | 509 263 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,20 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 926 CHF | 508 426 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 990 CHF | 508 490 CHF | 98,90% | 98,90% |
15/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 347 CHF | 508 847 CHF | 99,35% | 99,35% |
14/11/2024 | 0,49% | 101,30 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 527 CHF | 509 027 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 793 CHF | 509 293 CHF | 65,05% | 65,05% |
12/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 645 CHF | 510 145 CHF | 99,15% | 99,15% |
11/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 829 CHF | 510 329 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 580 CHF | 510 080 CHF | 99,37% | 99,37% |