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% | 102,80 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 045 CHF | 516 545 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 102,50 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 508 CHF | 515 008 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 352 CHF | 516 852 CHF | 99,37% | 99,37% |
15/11/2024 | 0,48% | 102,95 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 248 CHF | 517 748 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 003 CHF | 517 503 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 349 CHF | 515 849 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 103,05 % | 103,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 220 CHF | 518 720 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 666 CHF | 519 166 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 103,05 % | 103,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 551 CHF | 518 051 CHF | 99,35% | 99,35% |
07/11/2024 | 0,48% | 103,20 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 000 CHF | 518 500 CHF | 98,80% | 98,80% |