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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,29% | 103,00 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 742 CHF | 516 242 CHF | 99,90% | 99,90% |
20/11/2024 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 296 CHF | 518 796 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 814 CHF | 513 314 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 766 CHF | 512 266 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 101,60 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 158 CHF | 510 658 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,50 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 664 CHF | 509 164 CHF | 99,10% | 99,10% |
13/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 167 CHF | 508 667 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 100,60 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 800 CHF | 508 300 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 101,90 % | 102,20 % | 500 000 | 500 000 | 500 000 | 499 840 | 509 566 CHF | 510 902 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 952 CHF | 508 452 CHF | 100,00% | 100,00% |