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% | 102,15 % | 102,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 937 CHF | 513 437 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 102,00 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 544 CHF | 513 044 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 102,05 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 620 CHF | 512 120 CHF | 99,38% | 99,38% |
15/11/2024 | 0,49% | 101,80 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 023 CHF | 511 523 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 101,85 % | 102,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 533 CHF | 510 033 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 353 CHF | 510 853 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 308 CHF | 511 808 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 102,25 % | 102,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 835 CHF | 514 335 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 211 CHF | 510 711 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 101,95 % | 102,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 024 CHF | 512 524 CHF | 98,80% | 98,80% |