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% | 103,35 % | 103,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 092 CHF | 519 592 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 103,25 % | 103,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 388 CHF | 518 888 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 923 CHF | 519 423 CHF | 99,37% | 99,37% |
15/11/2024 | 0,48% | 103,25 % | 103,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 971 CHF | 518 471 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 103,40 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 761 CHF | 518 261 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 103,25 % | 103,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 333 CHF | 518 833 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 103,05 % | 103,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 008 CHF | 518 508 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 103,35 % | 103,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 798 CHF | 519 298 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 103,35 % | 103,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 466 CHF | 518 966 CHF | 99,35% | 99,35% |
07/11/2024 | 0,48% | 103,35 % | 103,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 158 CHF | 519 658 CHF | 98,79% | 98,79% |