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% | 102,70 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 710 CHF | 516 210 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 102,70 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 452 CHF | 515 952 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 102,75 % | 103,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 609 CHF | 516 109 CHF | 99,19% | 99,19% |
15/11/2024 | 0,49% | 102,75 % | 103,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 826 CHF | 516 326 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 150 CHF | 516 650 CHF | 99,15% | 99,15% |
13/11/2024 | 0,49% | 102,75 % | 103,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 933 CHF | 516 433 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 203 CHF | 516 703 CHF | 99,17% | 99,17% |
11/11/2024 | 0,48% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 228 CHF | 516 728 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 170 CHF | 516 670 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 271 CHF | 516 771 CHF | 99,08% | 99,08% |