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 | 509 495 CHF | 511 995 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 101,95 % | 102,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 898 CHF | 512 398 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 101,85 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 827 CHF | 512 327 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 079 CHF | 511 579 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 077 CHF | 511 577 CHF | 99,14% | 99,14% |
13/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 610 CHF | 511 110 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 891 CHF | 511 391 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 572 CHF | 513 072 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 846 CHF | 513 346 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 712 CHF | 513 212 CHF | 99,08% | 99,08% |