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 | 505 882 CHF | 509 882 CHF | 97,95% | 97,95% |
19/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 902 CHF | 506 902 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 237 CHF | 509 237 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 204 CHF | 510 204 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 039 CHF | 512 039 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 028 CHF | 511 028 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 796 CHF | 512 796 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 972 CHF | 510 972 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 711 CHF | 506 711 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 938 CHF | 508 938 CHF | 99,23% | 99,23% |