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 | 1,05% | 103,10 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 721 CHF | 524 221 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 103,00 % | 104,10 % | 500 000 | 500 000 | 499 961 | 500 000 | 515 192 CHF | 520 732 CHF | 99,86% | 99,86% |
18/11/2024 | 1,05% | 104,30 % | 105,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 224 CHF | 525 724 CHF | 99,93% | 99,93% |
15/11/2024 | 1,05% | 104,00 % | 105,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 419 CHF | 528 919 CHF | 99,38% | 99,38% |
14/11/2024 | 1,04% | 106,30 % | 107,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 703 CHF | 533 203 CHF | 99,10% | 99,10% |
13/11/2024 | 1,04% | 105,10 % | 106,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 516 CHF | 530 016 CHF | 99,89% | 99,89% |
12/11/2024 | 1,03% | 105,20 % | 106,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 524 CHF | 537 024 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 107,90 % | 109,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 539 800 CHF | 545 300 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 106,50 % | 107,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 110 CHF | 539 610 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 108,10 % | 109,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 526 CHF | 547 026 CHF | 100,00% | 100,00% |