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% | 103,10 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 640 CHF | 520 640 CHF | 97,95% | 97,95% |
19/11/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 793 CHF | 516 793 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 102,80 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 352 CHF | 518 352 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 066 CHF | 518 066 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 989 CHF | 518 989 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 130 CHF | 517 130 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 102,20 % | 103,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 178 CHF | 516 178 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 102,40 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 455 CHF | 515 455 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 108 CHF | 510 108 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 015 CHF | 510 015 CHF | 99,24% | 99,24% |