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% | 102,35 % | 102,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 846 CHF | 514 346 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 102,35 % | 102,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 796 CHF | 514 296 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 102,45 % | 102,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 683 CHF | 514 183 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 102,25 % | 102,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 456 CHF | 513 956 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 744 CHF | 514 244 CHF | 99,15% | 99,15% |
13/11/2024 | 0,49% | 102,45 % | 102,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 929 CHF | 514 429 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 182 CHF | 514 682 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 102,45 % | 102,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 561 CHF | 515 061 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 607 CHF | 515 107 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 557 CHF | 515 057 CHF | 99,08% | 99,08% |