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% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 803 CHF | 513 303 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 550 CHF | 513 050 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 778 CHF | 512 278 CHF | 99,38% | 99,38% |
15/11/2024 | 0,49% | 101,85 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 003 CHF | 513 503 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 102,45 % | 102,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 325 CHF | 515 825 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 700 CHF | 518 200 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 103,65 % | 104,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 557 CHF | 519 057 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 102,75 % | 103,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 506 CHF | 516 006 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 243 CHF | 515 743 CHF | 99,35% | 99,35% |
07/11/2024 | 0,48% | 102,75 % | 103,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 532 CHF | 517 032 CHF | 98,80% | 98,80% |