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% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 387 CHF | 516 887 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 102,85 % | 103,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 942 CHF | 516 442 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 662 CHF | 517 162 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 102,80 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 502 CHF | 516 002 CHF | 98,92% | 98,92% |
14/11/2024 | 0,48% | 103,05 % | 103,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 774 CHF | 519 274 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 103,50 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 513 CHF | 519 013 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 103,80 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 050 CHF | 521 550 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 103,70 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 318 CHF | 520 818 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 103,15 % | 103,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 822 CHF | 518 322 CHF | 99,35% | 99,35% |
07/11/2024 | 0,48% | 103,25 % | 103,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 017 CHF | 518 517 CHF | 98,80% | 98,80% |