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% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 450 CHF | 518 450 CHF | 97,95% | 97,95% |
19/11/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 790 CHF | 518 790 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 103,10 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 974 CHF | 518 974 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 669 CHF | 517 669 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 684 CHF | 516 684 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 485 CHF | 517 485 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 378 CHF | 517 378 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 103,20 % | 104,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 128 CHF | 520 128 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 077 CHF | 518 077 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 103,10 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 616 CHF | 519 616 CHF | 99,23% | 99,23% |