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% | 101,45 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 081 CHF | 512 081 CHF | 99,99% | 99,99% |
19/11/2024 | 0,79% | 101,45 % | 102,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 173 CHF | 511 173 CHF | 89,36% | 89,36% |
18/11/2024 | 0,78% | 101,75 % | 102,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 395 CHF | 512 395 CHF | 99,67% | 99,67% |
15/11/2024 | 0,78% | 101,70 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 374 CHF | 513 374 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 100,77 % | 101,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 444 CHF | 513 444 CHF | 6,07% | 6,07% |
13/11/2024 | 0,78% | 101,96 % | 102,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 576 CHF | 513 576 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 102,01 % | 102,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 322 CHF | 515 322 CHF | 98,71% | 98,71% |
11/11/2024 | 0,78% | 102,65 % | 103,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 306 CHF | 517 306 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 102,31 % | 103,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 318 CHF | 516 318 CHF | 16,84% | 16,84% |
07/11/2024 | 0,78% | 102,74 % | 103,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 081 CHF | 518 081 CHF | 100,00% | 100,00% |