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% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 610 CHF | 513 610 CHF | 98,59% | 98,59% |
19/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 456 CHF | 513 456 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 101,60 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 798 CHF | 512 798 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 101,50 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 453 CHF | 512 453 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 442 CHF | 511 442 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 967 CHF | 511 967 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 101,70 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 819 CHF | 513 819 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 101,90 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 500 CHF | 514 500 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 000 CHF | 512 000 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 525 CHF | 512 525 CHF | 99,23% | 99,23% |