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 | 510 134 CHF | 514 134 CHF | 97,95% | 97,95% |
19/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 559 CHF | 513 559 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 210 CHF | 514 210 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 102,00 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 188 CHF | 514 188 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 181 CHF | 514 181 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 319 CHF | 513 319 CHF | 99,83% | 99,83% |
12/11/2024 | 0,78% | 102,00 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 493 CHF | 514 493 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 102,10 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 540 CHF | 515 540 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 101,90 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 704 CHF | 514 704 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 520 CHF | 514 520 CHF | 99,23% | 99,23% |