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% | 103,50 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 414 CHF | 519 914 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 193 CHF | 519 693 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 802 CHF | 519 302 CHF | 99,38% | 99,38% |
15/11/2024 | 0,48% | 103,25 % | 103,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 389 CHF | 518 889 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 103,35 % | 103,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 843 CHF | 518 343 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 103,30 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 309 CHF | 518 809 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 103,25 % | 103,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 914 CHF | 519 414 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 103,45 % | 103,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 588 CHF | 520 088 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 103,25 % | 103,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 255 CHF | 518 755 CHF | 99,35% | 99,35% |
07/11/2024 | 0,48% | 103,35 % | 103,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 208 CHF | 519 708 CHF | 98,80% | 98,80% |