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% | 101,75 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 241 CHF | 511 741 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 994 CHF | 509 494 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 645 CHF | 513 145 CHF | 99,38% | 99,38% |
15/11/2024 | 0,49% | 102,25 % | 102,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 112 CHF | 513 612 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 133 CHF | 513 633 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 806 CHF | 513 306 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 116 CHF | 514 616 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 102,70 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 544 CHF | 516 044 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 138 CHF | 515 638 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 102,80 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 796 CHF | 516 296 CHF | 98,80% | 98,80% |