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 | 0,77% | 103,20 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 447 CHF | 520 447 CHF | 98,58% | 98,58% |
19/11/2024 | 0,77% | 103,20 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 015 CHF | 520 015 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 103,30 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 863 CHF | 520 863 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 103,00 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 478 CHF | 519 478 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 603 CHF | 517 603 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 196 CHF | 518 196 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 102,30 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 547 CHF | 517 547 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 103,00 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 112 CHF | 520 112 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 086 CHF | 517 086 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 107 CHF | 519 107 CHF | 100,00% | 100,00% |