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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,58% | 103,97 % | 104,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 697 CHF | 522 697 CHF | 100,00% | 100,00% |
20/11/2024 | 0,57% | 103,94 % | 104,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 882 CHF | 523 882 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 103,99 % | 104,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 556 CHF | 522 556 CHF | 89,36% | 89,36% |
18/11/2024 | 0,57% | 104,25 % | 104,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 894 CHF | 523 894 CHF | 99,66% | 99,66% |
15/11/2024 | 0,58% | 103,74 % | 104,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 060 CHF | 523 060 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 104,21 % | 104,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 648 CHF | 523 648 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 103,88 % | 104,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 999 CHF | 522 999 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 104,24 % | 104,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 153 CHF | 525 153 CHF | 98,72% | 98,72% |
11/11/2024 | 0,57% | 104,74 % | 105,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 624 CHF | 526 624 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 104,18 % | 104,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 810 CHF | 523 810 CHF | 99,83% | 99,83% |