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% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 500 CHF | 510 500 CHF | 98,59% | 98,59% |
19/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 731 CHF | 510 731 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 101,30 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 496 CHF | 511 496 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 101,10 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 471 CHF | 510 471 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 418 CHF | 509 418 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 493 CHF | 510 493 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 101,10 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 942 CHF | 510 942 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 101,50 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 513 CHF | 512 513 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 087 CHF | 510 087 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 500 CHF | 510 500 CHF | 99,23% | 99,23% |