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% | 100,80 % | 101,60 % | 500 000 | 100 000 | 500 000 | 100 000 | 504 132 CHF | 101 626 CHF | 97,94% | 97,94% |
19/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 100 000 | 500 000 | 100 000 | 502 213 CHF | 101 243 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 100 000 | 500 000 | 100 000 | 506 199 CHF | 102 040 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 100 000 | 500 000 | 100 000 | 506 120 CHF | 102 024 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 100 000 | 500 000 | 100 000 | 503 673 CHF | 101 535 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,40 % | 101,20 % | 500 000 | 100 000 | 500 000 | 100 000 | 500 891 CHF | 100 978 CHF | 99,86% | 99,86% |
12/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 100 000 | 500 000 | 100 000 | 497 352 CHF | 100 270 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 100 000 | 500 000 | 100 000 | 502 856 CHF | 101 371 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 658 CHF | 500 658 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 261 CHF | 508 261 CHF | 99,04% | 99,04% |