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% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 350 CHF | 513 350 CHF | 97,95% | 97,95% |
19/11/2024 | 0,98% | 101,60 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 564 CHF | 513 564 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 101,70 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 234 CHF | 513 234 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 265 CHF | 512 265 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 528 CHF | 510 528 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 101,30 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 404 CHF | 511 404 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 101,00 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 676 CHF | 511 676 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 933 CHF | 513 933 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 329 CHF | 505 329 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 101,30 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 976 CHF | 510 976 CHF | 99,23% | 99,23% |