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 | 0,94% | 106,04 % | 107,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 581 CHF | 535 581 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 106,03 % | 107,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 729 CHF | 534 729 CHF | 89,36% | 89,36% |
18/11/2024 | 0,94% | 105,96 % | 106,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 224 CHF | 534 224 CHF | 99,66% | 99,66% |
15/11/2024 | 0,94% | 105,88 % | 106,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 329 CHF | 535 329 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 106,28 % | 107,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 502 CHF | 535 502 CHF | 100,00% | 100,00% |
13/11/2024 | 0,94% | 105,86 % | 106,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 232 CHF | 534 232 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 106,15 % | 107,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 221 CHF | 537 221 CHF | 98,71% | 98,71% |
11/11/2024 | 0,93% | 106,63 % | 107,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 453 CHF | 538 453 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 106,16 % | 107,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 900 CHF | 535 900 CHF | 99,83% | 99,83% |
07/11/2024 | 0,94% | 106,36 % | 107,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 119 CHF | 537 119 CHF | 100,00% | 100,00% |