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% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 577 CHF | 513 577 CHF | 97,94% | 97,94% |
19/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 516 CHF | 513 516 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 316 CHF | 513 316 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 978 CHF | 512 978 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 102,00 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 691 CHF | 513 691 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 567 CHF | 513 567 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 102,00 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 134 CHF | 514 134 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 211 CHF | 514 211 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 973 CHF | 513 973 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 863 CHF | 514 863 CHF | 99,23% | 99,23% |