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% | 103,50 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 499 CHF | 521 499 CHF | 98,28% | 98,28% |
19/11/2024 | 0,77% | 103,40 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 886 CHF | 520 886 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 103,40 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 000 CHF | 522 000 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 103,40 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 000 CHF | 522 000 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 103,50 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 500 CHF | 521 500 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 103,50 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 779 CHF | 521 779 CHF | 99,83% | 99,83% |
12/11/2024 | 0,96% | 103,50 % | 104,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 500 CHF | 522 500 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 103,60 % | 104,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 795 CHF | 522 795 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 103,50 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 728 CHF | 521 728 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 103,80 % | 104,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 992 CHF | 522 992 CHF | 100,00% | 100,00% |