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% | 101,85 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 204 CHF | 511 704 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 120 CHF | 510 620 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 935 CHF | 511 435 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 196 CHF | 511 696 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 251 CHF | 511 751 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 101,95 % | 102,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 862 CHF | 512 362 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 780 CHF | 512 280 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 021 CHF | 512 521 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 146 CHF | 512 646 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 268 CHF | 512 768 CHF | 98,56% | 98,56% |