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% | 104,04 % | 104,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 200 CHF | 522 700 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,03 % | 104,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 150 CHF | 522 650 CHF | 89,39% | 89,39% |
18/11/2024 | 0,48% | 104,03 % | 104,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 150 CHF | 522 650 CHF | 99,66% | 99,66% |
15/11/2024 | 0,48% | 104,03 % | 104,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 150 CHF | 522 650 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,03 % | 104,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 150 CHF | 522 650 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,02 % | 104,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 100 CHF | 522 600 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,01 % | 104,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 050 CHF | 522 550 CHF | 98,70% | 98,70% |
11/11/2024 | 0,48% | 104,01 % | 104,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 050 CHF | 522 550 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,01 % | 104,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 050 CHF | 522 550 CHF | 99,84% | 99,84% |
07/11/2024 | 0,48% | 104,00 % | 104,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 000 CHF | 522 500 CHF | 100,00% | 100,00% |