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 | 1,26% | 102,09 % | 103,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 097 CHF | 517 597 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 102,10 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 466 CHF | 516 966 CHF | 89,36% | 89,36% |
18/11/2024 | 1,26% | 102,38 % | 103,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 522 CHF | 518 022 CHF | 99,66% | 99,66% |
15/11/2024 | 1,26% | 102,34 % | 103,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 500 CHF | 519 000 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 102,84 % | 104,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 852 CHF | 520 352 CHF | 100,00% | 100,00% |
13/11/2024 | 1,26% | 102,73 % | 104,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 341 CHF | 519 841 CHF | 100,00% | 100,00% |
12/11/2024 | 1,25% | 102,77 % | 104,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 974 CHF | 521 474 CHF | 98,71% | 98,71% |
11/11/2024 | 1,25% | 103,34 % | 104,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 709 CHF | 523 209 CHF | 100,00% | 100,00% |
08/11/2024 | 1,25% | 102,94 % | 104,24 % | 500 000 | 500 000 | 500 000 | 499 966 | 515 060 CHF | 521 524 CHF | 99,85% | 99,85% |
07/11/2024 | 1,25% | 103,34 % | 104,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 972 CHF | 523 472 CHF | 100,00% | 100,00% |