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% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 370 CHF | 513 370 CHF | 97,94% | 97,94% |
19/11/2024 | 0,78% | 102,00 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 039 CHF | 514 039 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 481 CHF | 513 481 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 095 CHF | 513 095 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 522 CHF | 513 522 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 503 CHF | 513 503 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 693 CHF | 514 693 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 883 CHF | 514 883 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 495 CHF | 514 495 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 039 CHF | 515 039 CHF | 99,24% | 99,24% |