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% | 102,15 % | 102,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 173 CHF | 512 673 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 973 CHF | 511 473 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 201 CHF | 511 701 CHF | 99,38% | 99,38% |
15/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 012 CHF | 511 512 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 101,95 % | 102,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 460 CHF | 511 960 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,85 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 759 CHF | 511 259 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 371 CHF | 511 871 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 102,15 % | 102,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 359 CHF | 512 859 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 966 CHF | 511 466 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 795 CHF | 512 295 CHF | 98,80% | 98,80% |