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% | 103,26 % | 104,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 035 CHF | 522 035 CHF | 99,99% | 99,99% |
19/11/2024 | 0,96% | 103,25 % | 104,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 175 CHF | 521 175 CHF | 89,37% | 89,37% |
18/11/2024 | 0,96% | 103,58 % | 104,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 478 CHF | 522 478 CHF | 99,67% | 99,67% |
15/11/2024 | 0,96% | 103,51 % | 104,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 493 CHF | 523 493 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 104,08 % | 105,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 873 CHF | 524 873 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 103,90 % | 104,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 162 CHF | 524 162 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 103,93 % | 104,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 979 CHF | 525 979 CHF | 98,72% | 98,72% |
11/11/2024 | 0,95% | 104,58 % | 105,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 915 CHF | 527 915 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 104,14 % | 105,14 % | 500 000 | 500 000 | 500 000 | 499 874 | 521 547 CHF | 526 415 CHF | 16,84% | 16,84% |
07/11/2024 | 0,95% | 104,60 % | 105,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 300 CHF | 528 300 CHF | 100,00% | 100,00% |