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% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 196 CHF | 511 696 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 267 CHF | 510 767 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 805 CHF | 512 305 CHF | 98,95% | 98,95% |
15/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 079 CHF | 512 579 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 704 CHF | 512 204 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 121 CHF | 512 621 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 064 CHF | 512 564 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 102,20 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 787 CHF | 513 287 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 007 CHF | 512 507 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 101,85 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 148 CHF | 512 648 CHF | 98,56% | 98,56% |