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 | 0,98% | 101,00 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 234 CHF | 511 234 CHF | 97,95% | 97,95% |
19/11/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 006 CHF | 514 006 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 976 CHF | 514 976 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 102,20 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 519 CHF | 517 519 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 103,80 % | 104,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 896 CHF | 522 896 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 103,80 % | 104,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 453 CHF | 517 453 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 103,80 % | 104,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 846 CHF | 528 846 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 105,30 % | 106,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 803 CHF | 531 803 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 104,80 % | 105,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 504 CHF | 528 504 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 104,70 % | 105,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 527 CHF | 528 527 CHF | 99,23% | 99,23% |