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% | 106,00 % | 106,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 352 CHF | 532 852 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,96 % | 106,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 858 CHF | 532 358 CHF | 89,38% | 89,38% |
18/11/2024 | 0,47% | 106,09 % | 106,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 862 CHF | 532 362 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 105,93 % | 106,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 888 CHF | 532 388 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,02 % | 106,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 946 CHF | 532 446 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,98 % | 106,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 643 CHF | 532 143 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,86 % | 106,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 342 CHF | 532 842 CHF | 98,74% | 98,74% |
11/11/2024 | 0,47% | 106,16 % | 106,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 803 CHF | 533 303 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 106,11 % | 106,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 593 CHF | 533 093 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 106,19 % | 106,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 802 CHF | 533 302 CHF | 100,00% | 100,00% |