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% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 322 CHF | 510 822 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 518 CHF | 509 018 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 707 CHF | 510 207 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 399 CHF | 509 899 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 225 CHF | 509 725 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,35 % | 101,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 699 CHF | 509 199 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 539 CHF | 511 039 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 030 CHF | 511 530 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 101,50 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 663 CHF | 510 163 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 101,85 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 643 CHF | 512 143 CHF | 98,79% | 98,79% |