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 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 574 CHF | 513 074 CHF | 99,37% | 99,37% |
20/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 343 CHF | 513 843 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 534 CHF | 511 034 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 450 CHF | 512 950 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 333 CHF | 510 833 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 216 CHF | 509 716 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 925 CHF | 509 425 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 101,25 % | 101,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 029 CHF | 511 529 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 102,65 % | 103,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 236 CHF | 516 736 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 102,80 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 896 CHF | 516 396 CHF | 99,35% | 99,35% |