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% | 104,32 % | 104,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 285 CHF | 524 785 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,04 % | 104,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 900 CHF | 522 400 CHF | 89,37% | 89,37% |
18/11/2024 | 0,48% | 104,37 % | 104,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 150 CHF | 525 650 CHF | 99,66% | 99,66% |
15/11/2024 | 0,48% | 104,65 % | 105,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 069 CHF | 525 569 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,66 % | 105,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 008 CHF | 525 508 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,57 % | 105,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 367 CHF | 524 867 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,36 % | 104,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 412 CHF | 525 912 CHF | 98,73% | 98,73% |
11/11/2024 | 0,48% | 104,95 % | 105,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 839 CHF | 527 339 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,98 % | 105,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 643 CHF | 527 143 CHF | 99,85% | 99,85% |
07/11/2024 | 0,48% | 104,96 % | 105,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 984 CHF | 527 484 CHF | 100,00% | 100,00% |