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 | 0,79% | 100,78 % | 101,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 912 CHF | 507 912 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 051 CHF | 508 051 CHF | 89,36% | 89,36% |
18/11/2024 | 0,79% | 100,81 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 890 CHF | 507 890 CHF | 99,66% | 99,66% |
15/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 253 CHF | 508 253 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 100,88 % | 101,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 183 CHF | 508 183 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 957 CHF | 507 957 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,81 % | 101,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 121 CHF | 508 121 CHF | 98,72% | 98,72% |
11/11/2024 | 0,79% | 100,86 % | 101,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 183 CHF | 508 183 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,79 % | 101,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 910 CHF | 507 910 CHF | 99,83% | 99,83% |
07/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 130 CHF | 508 130 CHF | 100,00% | 100,00% |