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 | 510 128 CHF | 514 128 CHF | 97,95% | 97,95% |
19/11/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 102 CHF | 515 102 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 532 CHF | 513 532 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 550 CHF | 510 550 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 806 CHF | 508 806 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 705 CHF | 509 705 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 001 CHF | 512 001 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 442 CHF | 516 442 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 996 CHF | 510 996 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 102,00 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 624 CHF | 514 624 CHF | 99,23% | 99,23% |