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 | 0,98% | 101,30 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 361 CHF | 512 361 CHF | 97,94% | 97,94% |
19/11/2024 | 0,98% | 101,40 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 109 CHF | 512 109 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 956 CHF | 511 956 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 451 CHF | 511 451 CHF | 97,21% | 97,21% |
14/11/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 579 CHF | 510 579 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 101,20 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 896 CHF | 510 896 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 101,00 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 793 CHF | 510 793 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 584 CHF | 511 584 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 859 CHF | 510 859 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 101,40 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 977 CHF | 511 977 CHF | 99,23% | 99,23% |