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% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 388 CHF | 513 388 CHF | 97,94% | 97,94% |
19/11/2024 | 0,78% | 101,80 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 425 CHF | 513 425 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 101,90 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 056 CHF | 514 056 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 101,60 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 678 CHF | 512 678 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 630 CHF | 509 630 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 502 CHF | 510 502 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 113 CHF | 510 113 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 101,50 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 666 CHF | 512 666 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 656 CHF | 509 656 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 135 CHF | 512 135 CHF | 99,23% | 99,23% |