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% | 105,99 % | 106,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 981 CHF | 532 481 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,95 % | 106,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 816 CHF | 532 316 CHF | 89,36% | 89,36% |
18/11/2024 | 0,47% | 105,96 % | 106,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 805 CHF | 532 305 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 105,96 % | 106,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 807 CHF | 532 307 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,95 % | 106,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 791 CHF | 532 291 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,90 % | 106,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 565 CHF | 532 065 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,89 % | 106,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 544 CHF | 532 044 CHF | 98,73% | 98,73% |
11/11/2024 | 0,47% | 105,91 % | 106,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 587 CHF | 532 087 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,89 % | 106,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 484 CHF | 531 984 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 105,90 % | 106,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 503 CHF | 532 003 CHF | 100,00% | 100,00% |