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% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 227 CHF | 509 227 CHF | 97,95% | 97,95% |
19/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 183 CHF | 507 183 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 503 CHF | 508 503 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 613 CHF | 510 613 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 706 CHF | 511 706 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 301 CHF | 509 301 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 130 CHF | 511 130 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 642 CHF | 512 642 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 343 CHF | 510 343 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 867 CHF | 509 867 CHF | 99,24% | 99,24% |