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% | 103,89 % | 104,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 580 CHF | 522 080 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 103,89 % | 104,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 396 CHF | 521 896 CHF | 89,37% | 89,37% |
18/11/2024 | 0,48% | 103,95 % | 104,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 614 CHF | 522 114 CHF | 99,68% | 99,68% |
15/11/2024 | 0,48% | 103,88 % | 104,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 542 CHF | 522 042 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 103,93 % | 104,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 593 CHF | 522 093 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 103,88 % | 104,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 394 CHF | 521 894 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,89 % | 104,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 547 CHF | 522 047 CHF | 98,74% | 98,74% |
11/11/2024 | 0,48% | 103,92 % | 104,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 628 CHF | 522 128 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,89 % | 104,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 444 CHF | 521 944 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 103,90 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 438 CHF | 521 938 CHF | 100,00% | 100,00% |