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% | 103,71 % | 104,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 550 CHF | 521 050 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 103,71 % | 104,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 550 CHF | 521 050 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 103,70 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 500 CHF | 521 000 CHF | 99,66% | 99,66% |
15/11/2024 | 0,48% | 103,70 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 500 CHF | 521 000 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 103,70 % | 104,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 500 CHF | 521 000 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 103,69 % | 104,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 450 CHF | 520 950 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,69 % | 104,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 450 CHF | 520 950 CHF | 98,75% | 98,75% |
11/11/2024 | 0,48% | 103,68 % | 104,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 400 CHF | 520 900 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,68 % | 104,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 400 CHF | 520 900 CHF | 99,84% | 99,84% |
07/11/2024 | 0,48% | 103,68 % | 104,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 400 CHF | 520 900 CHF | 100,00% | 100,00% |