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% | 103,10 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 023 CHF | 518 523 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 103,05 % | 103,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 077 CHF | 517 577 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 103,05 % | 103,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 434 CHF | 517 934 CHF | 98,94% | 98,94% |
15/11/2024 | 0,48% | 103,15 % | 103,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 071 CHF | 518 571 CHF | 99,36% | 99,36% |
14/11/2024 | 0,48% | 103,35 % | 103,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 762 CHF | 519 262 CHF | 99,37% | 99,37% |
13/11/2024 | 0,48% | 103,35 % | 103,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 571 CHF | 519 071 CHF | 65,05% | 65,05% |
12/11/2024 | 0,48% | 103,30 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 477 CHF | 518 977 CHF | 99,14% | 99,14% |
11/11/2024 | 0,48% | 103,15 % | 103,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 510 CHF | 519 010 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 870 CHF | 518 370 CHF | 99,37% | 99,37% |
07/11/2024 | 0,48% | 103,10 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 920 CHF | 518 420 CHF | 98,56% | 98,56% |