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 | 0,48% | 102,75 % | 103,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 676 CHF | 517 176 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 999 CHF | 516 499 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 103,00 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 963 CHF | 517 463 CHF | 99,20% | 99,20% |
15/11/2024 | 0,48% | 103,00 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 476 CHF | 517 976 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 754 CHF | 517 254 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 802 CHF | 517 302 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 782 CHF | 518 282 CHF | 99,17% | 99,17% |
11/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 864 CHF | 519 364 CHF | 99,17% | 99,17% |
08/11/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 675 CHF | 518 175 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 103,10 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 660 CHF | 517 160 CHF | 99,08% | 99,08% |