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% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 518 CHF | 516 518 CHF | 98,58% | 98,58% |
19/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 068 CHF | 516 068 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 021 CHF | 517 021 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 103,10 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 974 CHF | 519 974 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 103,20 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 724 CHF | 519 724 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 689 CHF | 517 689 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 723 CHF | 521 723 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 103,60 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 415 CHF | 521 415 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 704 CHF | 518 704 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 103,10 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 890 CHF | 518 890 CHF | 99,23% | 99,23% |