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 | 509 500 CHF | 513 500 CHF | 97,95% | 97,95% |
19/11/2024 | 0,98% | 101,80 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 514 000 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 101,80 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 514 000 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 500 CHF | 513 500 CHF | 97,21% | 97,21% |
14/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 500 CHF | 513 500 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 101,80 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 514 000 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 101,80 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 514 000 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 500 CHF | 513 500 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 500 CHF | 513 500 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 101,80 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 000 CHF | 514 000 CHF | 99,23% | 99,23% |