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 | 511 800 CHF | 514 300 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 102,35 % | 102,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 320 CHF | 513 820 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 439 CHF | 514 939 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 649 CHF | 515 149 CHF | 98,92% | 98,92% |
14/11/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 838 CHF | 515 338 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 102,65 % | 103,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 924 CHF | 515 424 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 102,75 % | 103,25 % | 500 000 | 500 000 | 499 766 | 500 000 | 513 481 CHF | 516 222 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 102,70 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 697 CHF | 516 197 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 102,70 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 232 CHF | 515 732 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 102,80 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 710 CHF | 516 210 CHF | 98,80% | 98,80% |