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% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 874 CHF | 519 874 CHF | 97,95% | 97,95% |
19/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 553 CHF | 516 553 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 544 CHF | 517 544 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 402 CHF | 518 402 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 641 CHF | 517 641 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 993 CHF | 515 993 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 110 CHF | 519 110 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 644 CHF | 518 644 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 468 CHF | 518 468 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 103,30 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 601 CHF | 520 601 CHF | 99,23% | 99,23% |