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 | 0,76% | 103,80 % | 104,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 841 CHF | 529 841 CHF | 97,95% | 97,95% |
19/11/2024 | 0,77% | 103,30 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 133 CHF | 519 133 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 103,90 % | 104,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 516 745 CHF | 520 745 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 102,70 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 224 CHF | 518 224 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 103,30 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 435 CHF | 517 435 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 102,60 % | 103,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 455 CHF | 518 455 CHF | 99,83% | 99,83% |
12/11/2024 | 0,77% | 103,00 % | 103,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 393 CHF | 524 393 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 105,60 % | 106,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 022 CHF | 531 022 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 102,90 % | 103,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 599 CHF | 519 599 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 104,40 % | 105,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 315 CHF | 529 315 CHF | 99,76% | 99,76% |