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 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 444 CHF | 517 444 CHF | 97,95% | 97,95% |
19/11/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 354 CHF | 517 354 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 459 CHF | 517 459 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 156 CHF | 516 156 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 748 CHF | 515 748 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 139 CHF | 516 139 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 102,30 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 978 CHF | 515 978 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 320 CHF | 517 320 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 102,50 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 514 CHF | 516 514 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 557 CHF | 517 557 CHF | 99,23% | 99,23% |