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% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 984 CHF | 517 984 CHF | 97,95% | 97,95% |
19/11/2024 | 0,78% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 916 CHF | 517 916 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 102,70 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 085 CHF | 518 085 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 102,60 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 506 CHF | 517 506 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 321 CHF | 516 321 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 538 CHF | 516 538 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 102,10 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 377 CHF | 516 377 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 102,10 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 661 CHF | 515 661 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 112 CHF | 515 112 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 393 CHF | 517 393 CHF | 99,23% | 99,23% |