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% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 775 CHF | 510 275 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 395 CHF | 509 895 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 276 CHF | 510 776 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 811 CHF | 511 311 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 756 CHF | 512 256 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 235 CHF | 512 735 CHF | 65,03% | 65,03% |
12/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 212 CHF | 512 712 CHF | 99,14% | 99,14% |
11/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 492 CHF | 512 992 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 044 CHF | 512 544 CHF | 99,38% | 99,38% |
07/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 340 CHF | 512 840 CHF | 98,57% | 98,57% |