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% | 101,40 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 499 CHF | 510 999 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 592 CHF | 510 092 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 989 CHF | 510 489 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 101,65 % | 102,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 928 CHF | 510 428 CHF | 98,92% | 98,92% |
14/11/2024 | 0,49% | 102,15 % | 102,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 248 CHF | 514 748 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 102,60 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 461 CHF | 513 961 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 102,65 % | 103,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 403 CHF | 515 903 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 579 CHF | 516 079 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 605 CHF | 513 105 CHF | 99,34% | 99,34% |
07/11/2024 | 0,49% | 101,90 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 545 CHF | 512 045 CHF | 98,79% | 98,79% |