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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,48% | 103,25 % | 103,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 233 CHF | 518 733 CHF | 99,29% | 99,29% |
20/11/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 510 CHF | 519 010 CHF | 99,37% | 99,37% |
19/11/2024 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 490 CHF | 516 990 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 103,05 % | 103,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 853 CHF | 517 353 CHF | 98,94% | 98,94% |
15/11/2024 | 0,48% | 103,00 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 442 CHF | 517 942 CHF | 99,35% | 99,35% |
14/11/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 162 CHF | 518 662 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 103,30 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 532 CHF | 519 032 CHF | 65,04% | 65,04% |
12/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 839 CHF | 520 339 CHF | 99,15% | 99,15% |
11/11/2024 | 0,48% | 103,70 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 648 CHF | 521 148 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 103,60 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 020 CHF | 520 520 CHF | 99,37% | 99,37% |