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% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 793 CHF | 512 293 CHF | 99,08% | 99,08% |
19/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 208 CHF | 513 708 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 129 CHF | 514 629 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 708 CHF | 513 208 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 708 CHF | 513 208 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 575 CHF | 511 075 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 110 CHF | 510 610 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 102,15 % | 102,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 188 CHF | 511 688 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 551 CHF | 511 051 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 873 CHF | 513 373 CHF | 98,79% | 98,79% |