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% | 101,80 % | 102,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 980 CHF | 513 029 CHF | 97,95% | 97,95% |
19/11/2024 | 0,80% | 101,50 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 023 CHF | 511 073 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 101,70 % | 102,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 831 CHF | 512 881 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,70 % | 102,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 126 CHF | 512 175 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,70 % | 102,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 083 CHF | 512 133 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,50 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 500 CHF | 511 550 CHF | 99,83% | 99,83% |
12/11/2024 | 0,79% | 101,50 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 614 CHF | 511 664 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,70 % | 102,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 500 CHF | 512 550 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,50 % | 102,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 500 CHF | 511 550 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,70 % | 102,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 494 CHF | 512 544 CHF | 99,76% | 99,76% |