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 | 511 102 CHF | 513 602 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 887 CHF | 511 387 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 618 CHF | 513 118 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 069 CHF | 513 569 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 605 CHF | 514 105 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 102,45 % | 102,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 936 CHF | 514 436 CHF | 65,05% | 65,05% |
12/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 108 CHF | 513 608 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 102,35 % | 102,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 581 CHF | 514 081 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 940 CHF | 513 440 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 730 CHF | 514 230 CHF | 98,56% | 98,56% |