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 | 507 784 CHF | 510 284 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 412 CHF | 509 912 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 563 CHF | 510 063 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 212 CHF | 510 712 CHF | 99,34% | 99,34% |
14/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 289 CHF | 510 789 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 943 CHF | 510 443 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 047 CHF | 511 547 CHF | 99,14% | 99,14% |
11/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 696 CHF | 512 196 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,85 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 220 CHF | 511 720 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 053 CHF | 511 553 CHF | 98,56% | 98,56% |