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 | 0,47% | 105,46 % | 105,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 753 CHF | 530 253 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,44 % | 105,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 027 CHF | 529 527 CHF | 89,37% | 89,37% |
18/11/2024 | 0,47% | 105,45 % | 105,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 431 CHF | 529 931 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 105,35 % | 105,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 118 CHF | 529 618 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,44 % | 105,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 818 CHF | 529 318 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,16 % | 105,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 793 CHF | 528 293 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,22 % | 105,72 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 522 CHF | 529 022 CHF | 98,71% | 98,71% |
11/11/2024 | 0,47% | 105,41 % | 105,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 083 CHF | 529 583 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,33 % | 105,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 787 CHF | 529 287 CHF | 99,82% | 99,82% |
07/11/2024 | 0,47% | 105,34 % | 105,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 986 CHF | 529 486 CHF | 100,00% | 100,00% |