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% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 213 CHF | 510 713 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 846 CHF | 510 346 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 022 CHF | 510 522 CHF | 98,90% | 98,90% |
15/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 718 CHF | 511 218 CHF | 99,35% | 99,35% |
14/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 799 CHF | 511 299 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 351 CHF | 510 851 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 553 CHF | 512 053 CHF | 99,15% | 99,15% |
11/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 269 CHF | 512 769 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 101,95 % | 102,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 730 CHF | 512 230 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 526 CHF | 512 026 CHF | 98,57% | 98,57% |