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 | 0,96% | 103,25 % | 104,25 % | 500 000 | 500 000 | 499 978 | 500 000 | 516 997 CHF | 522 020 CHF | 99,99% | 99,99% |
19/11/2024 | 0,96% | 103,24 % | 104,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 152 CHF | 521 152 CHF | 89,37% | 89,37% |
18/11/2024 | 0,96% | 103,58 % | 104,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 477 CHF | 522 477 CHF | 99,67% | 99,67% |
15/11/2024 | 0,96% | 103,52 % | 104,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 475 CHF | 523 475 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 104,07 % | 105,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 764 CHF | 524 764 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 103,87 % | 104,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 041 CHF | 524 041 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 103,90 % | 104,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 851 CHF | 525 851 CHF | 98,72% | 98,72% |
11/11/2024 | 0,95% | 104,55 % | 105,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 804 CHF | 527 804 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 104,12 % | 105,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 463 CHF | 526 463 CHF | 16,84% | 16,84% |
07/11/2024 | 0,95% | 104,59 % | 105,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 292 CHF | 528 292 CHF | 100,00% | 100,00% |