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 | 0,19% | 102,70 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 692 CHF | 514 692 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 101,10 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 071 CHF | 507 071 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 101,30 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 291 CHF | 508 291 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 101,50 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 385 CHF | 508 385 CHF | 99,04% | 99,04% |
14/11/2024 | 0,20% | 101,70 % | 101,90 % | 500 000 | 500 000 | 499 028 | 499 028 | 507 574 CHF | 508 573 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 101,30 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 238 CHF | 506 238 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 101,20 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 866 CHF | 508 866 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 101,70 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 881 CHF | 510 881 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 101,70 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 679 CHF | 510 679 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 102,00 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 711 CHF | 511 711 CHF | 99,76% | 99,76% |