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 | 0,77% | 103,02 % | 103,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 646 CHF | 519 646 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 103,01 % | 103,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 001 CHF | 519 001 CHF | 89,37% | 89,37% |
18/11/2024 | 0,77% | 103,21 % | 104,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 753 CHF | 519 753 CHF | 99,67% | 99,67% |
15/11/2024 | 0,77% | 103,16 % | 103,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 338 CHF | 520 338 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 103,44 % | 104,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 848 CHF | 520 848 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 103,31 % | 104,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 317 CHF | 520 317 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 103,31 % | 104,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 328 CHF | 521 328 CHF | 98,71% | 98,71% |
11/11/2024 | 0,77% | 103,65 % | 104,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 182 CHF | 522 182 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 103,45 % | 104,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 307 CHF | 521 307 CHF | 99,84% | 99,84% |
07/11/2024 | 0,77% | 103,65 % | 104,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 389 CHF | 522 389 CHF | 100,00% | 100,00% |