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 | 0,75% | 105,70 % | 106,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 815 CHF | 535 815 CHF | 97,95% | 97,95% |
19/11/2024 | 0,75% | 105,80 % | 106,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 238 CHF | 532 238 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 107,10 % | 108,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 420 CHF | 539 420 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 106,80 % | 107,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 756 CHF | 540 756 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 107,90 % | 108,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 944 CHF | 542 944 CHF | 100,00% | 100,00% |
13/11/2024 | 0,74% | 107,00 % | 107,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 460 CHF | 539 460 CHF | 99,83% | 99,83% |
12/11/2024 | 0,93% | 106,70 % | 107,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 536 478 CHF | 541 478 CHF | 100,00% | 100,00% |
11/11/2024 | 0,92% | 108,60 % | 109,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 847 CHF | 547 847 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 107,00 % | 107,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 536 166 CHF | 540 166 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 108,30 % | 109,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 094 CHF | 547 094 CHF | 99,23% | 99,23% |