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 | 0,48% | 103,71 % | 104,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 099 CHF | 522 599 CHF | 99,50% | 99,50% |
19/11/2024 | 0,48% | 103,94 % | 104,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 260 CHF | 521 760 CHF | 88,87% | 88,87% |
18/11/2024 | 0,48% | 103,93 % | 104,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 728 CHF | 522 228 CHF | 99,17% | 99,17% |
15/11/2024 | 0,48% | 104,14 % | 104,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 578 CHF | 525 078 CHF | 99,49% | 99,49% |
14/11/2024 | 0,48% | 104,70 % | 105,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 135 CHF | 526 635 CHF | 99,49% | 99,49% |
13/11/2024 | 0,48% | 104,65 % | 105,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 273 CHF | 524 773 CHF | 99,49% | 99,49% |
12/11/2024 | 0,48% | 104,29 % | 104,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 645 CHF | 524 145 CHF | 98,24% | 98,24% |
11/11/2024 | 0,48% | 104,30 % | 104,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 143 CHF | 524 643 CHF | 99,49% | 99,49% |
08/11/2024 | 0,48% | 104,39 % | 104,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 772 CHF | 524 272 CHF | 99,34% | 99,34% |
07/11/2024 | 0,48% | 104,40 % | 104,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 128 CHF | 523 628 CHF | 99,49% | 99,49% |