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 | 0,46% | 107,66 % | 108,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 300 CHF | 540 800 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 107,66 % | 108,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 271 CHF | 540 771 CHF | 89,40% | 89,40% |
18/11/2024 | 0,46% | 107,65 % | 108,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 213 CHF | 540 713 CHF | 99,67% | 99,67% |
15/11/2024 | 0,46% | 107,49 % | 107,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 004 CHF | 540 504 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 107,65 % | 108,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 187 CHF | 540 687 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 107,60 % | 108,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 030 CHF | 540 530 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 107,60 % | 108,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 073 CHF | 540 573 CHF | 98,72% | 98,72% |
11/11/2024 | 0,46% | 107,63 % | 108,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 147 CHF | 540 647 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 107,62 % | 108,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 109 CHF | 540 609 CHF | 99,83% | 99,83% |
07/11/2024 | 0,46% | 107,62 % | 108,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 132 CHF | 540 632 CHF | 100,00% | 100,00% |