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% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 231 CHF | 514 731 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 069 CHF | 514 569 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 102,45 % | 102,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 218 CHF | 514 718 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 102,45 % | 102,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 042 CHF | 514 542 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 641 CHF | 514 141 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 484 CHF | 513 984 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 102,25 % | 102,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 646 CHF | 514 146 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 102,45 % | 102,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 178 CHF | 514 678 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 600 CHF | 514 100 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 121 CHF | 514 621 CHF | 98,80% | 98,80% |