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% | 102,00 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 394 CHF | 514 394 CHF | 98,59% | 98,59% |
19/11/2024 | 0,98% | 101,40 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 049 CHF | 512 049 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 101,00 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 000 CHF | 510 000 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 498 373 | 504 683 CHF | 507 028 CHF | 97,21% | 97,21% |
14/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 067 CHF | 508 067 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 100,70 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 339 CHF | 508 339 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,60 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 755 CHF | 508 755 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 053 CHF | 510 053 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 573 CHF | 508 573 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,90 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 643 CHF | 509 643 CHF | 100,00% | 100,00% |