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% | 102,70 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 638 CHF | 516 138 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 981 CHF | 514 481 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 102,55 % | 103,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 103 CHF | 515 603 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 486 CHF | 515 986 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 605 CHF | 516 105 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 287 CHF | 516 787 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 049 CHF | 516 549 CHF | 99,16% | 99,16% |
11/11/2024 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 356 CHF | 516 856 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 381 CHF | 516 881 CHF | 99,38% | 99,38% |
07/11/2024 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 632 CHF | 517 132 CHF | 98,56% | 98,56% |