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% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 730 CHF | 518 730 CHF | 97,94% | 97,94% |
19/11/2024 | 0,78% | 102,60 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 251 CHF | 516 251 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 102,90 % | 103,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 963 CHF | 518 963 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 103,60 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 356 CHF | 522 356 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 103,60 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 914 CHF | 521 914 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 103,10 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 984 CHF | 519 984 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 102,90 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 681 CHF | 522 681 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 104,20 % | 105,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 533 CHF | 524 533 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 103,60 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 558 CHF | 521 558 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 103,40 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 648 CHF | 521 648 CHF | 99,23% | 99,23% |