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% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 866 CHF | 509 866 CHF | 99,37% | 99,37% |
19/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 875 CHF | 506 875 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 018 CHF | 508 018 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,70 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 443 CHF | 508 443 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 766 CHF | 509 766 CHF | 99,10% | 99,10% |
13/11/2024 | 0,79% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 743 CHF | 510 743 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 244 CHF | 512 244 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 037 CHF | 507 037 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 860 CHF | 504 860 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 340 CHF | 507 340 CHF | 99,23% | 99,23% |