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 | 507 741 CHF | 510 241 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 358 CHF | 509 858 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 293 CHF | 510 793 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 897 CHF | 511 397 CHF | 99,34% | 99,34% |
14/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 852 CHF | 512 352 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 352 CHF | 512 852 CHF | 65,03% | 65,03% |
12/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 277 CHF | 512 777 CHF | 99,14% | 99,14% |
11/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 622 CHF | 513 122 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 170 CHF | 512 670 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 444 CHF | 512 944 CHF | 98,56% | 98,56% |