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% | 101,40 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 536 CHF | 513 536 CHF | 97,94% | 97,94% |
19/11/2024 | 0,99% | 101,50 % | 102,50 % | 500 000 | 500 000 | 497 348 | 497 348 | 503 838 CHF | 508 823 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,90 % | 102,70 % | 500 000 | 500 000 | 489 572 | 489 572 | 498 903 CHF | 502 862 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 102,20 % | 103,00 % | 500 000 | 500 000 | 496 219 | 496 219 | 506 872 CHF | 510 857 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 101,60 % | 102,60 % | 500 000 | 500 000 | 489 026 | 489 026 | 496 646 CHF | 501 582 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 101,30 % | 102,30 % | 500 000 | 500 000 | 482 446 | 482 446 | 489 546 CHF | 494 443 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 168 CHF | 513 168 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,90 % | 102,70 % | 500 000 | 500 000 | 495 457 | 495 457 | 504 456 CHF | 508 438 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 101,70 % | 102,70 % | 500 000 | 500 000 | 499 193 | 499 193 | 507 438 CHF | 512 433 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 101,40 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 821 CHF | 511 821 CHF | 99,23% | 99,23% |