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% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 580 CHF | 505 580 CHF | 97,95% | 97,95% |
19/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 662 CHF | 504 662 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 977 CHF | 507 977 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 427 CHF | 512 427 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 103,10 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 036 CHF | 517 036 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 604 CHF | 517 604 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 446 CHF | 517 446 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 103,80 % | 104,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 181 CHF | 523 181 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 823 CHF | 519 823 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 103,50 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 929 CHF | 522 929 CHF | 99,24% | 99,24% |