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 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 864 CHF | 509 864 CHF | 97,95% | 97,95% |
19/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 819 CHF | 508 819 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 444 CHF | 510 444 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 100,80 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 522 CHF | 513 522 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 102,00 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 053 CHF | 515 053 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 661 CHF | 509 661 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 164 CHF | 512 164 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 101,70 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 794 CHF | 513 794 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 101,40 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 208 CHF | 511 208 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 225 CHF | 510 225 CHF | 99,23% | 99,23% |