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 | 0,48% | 104,20 % | 104,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 884 CHF | 524 384 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,18 % | 104,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 105 CHF | 523 605 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 104,33 % | 104,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 609 CHF | 524 109 CHF | 99,68% | 99,68% |
15/11/2024 | 0,48% | 104,28 % | 104,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 692 CHF | 524 192 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,29 % | 104,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 804 CHF | 523 304 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,03 % | 104,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 129 CHF | 522 629 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,90 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 674 CHF | 523 174 CHF | 98,72% | 98,72% |
11/11/2024 | 0,48% | 104,22 % | 104,72 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 390 CHF | 523 890 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,99 % | 104,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 231 CHF | 522 731 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 104,11 % | 104,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 836 CHF | 523 336 CHF | 100,00% | 100,00% |