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 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 730 CHF | 515 730 CHF | 97,95% | 97,95% |
19/11/2024 | 0,98% | 101,90 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 418 CHF | 514 418 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 102,00 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 537 CHF | 514 537 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 102,00 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 994 CHF | 513 994 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 304 CHF | 515 304 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 101,90 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 518 CHF | 514 518 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 101,90 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 425 CHF | 515 425 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 997 CHF | 514 997 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 618 CHF | 515 618 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 102,10 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 793 CHF | 515 793 CHF | 99,23% | 99,23% |