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 | 0,47% | 106,45 % | 106,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 042 CHF | 534 542 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,09 % | 105,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 194 CHF | 527 694 CHF | 89,36% | 89,36% |
18/11/2024 | 0,47% | 105,45 % | 105,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 575 CHF | 530 075 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 105,41 % | 105,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 277 CHF | 529 777 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,11 % | 105,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 184 CHF | 527 684 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,48 % | 104,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 748 CHF | 524 248 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,76 % | 104,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 681 CHF | 523 181 CHF | 98,60% | 98,60% |
11/11/2024 | 0,48% | 104,73 % | 105,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 864 CHF | 526 364 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,38 % | 104,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 580 CHF | 526 080 CHF | 98,66% | 98,66% |
07/11/2024 | 0,47% | 105,66 % | 106,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 033 CHF | 530 533 CHF | 100,00% | 100,00% |