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% | 105,32 % | 105,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 216 CHF | 529 716 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,98 % | 105,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 840 CHF | 527 340 CHF | 89,36% | 89,36% |
18/11/2024 | 0,47% | 105,41 % | 105,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 019 CHF | 530 519 CHF | 99,66% | 99,66% |
15/11/2024 | 0,47% | 105,43 % | 105,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 111 CHF | 530 611 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,68 % | 106,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 960 CHF | 530 460 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,55 % | 106,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 467 CHF | 529 967 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,56 % | 106,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 525 CHF | 531 025 CHF | 98,73% | 98,73% |
11/11/2024 | 0,47% | 105,93 % | 106,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 580 CHF | 532 080 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,84 % | 106,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 602 CHF | 531 102 CHF | 99,84% | 99,84% |
07/11/2024 | 0,47% | 105,85 % | 106,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 239 CHF | 531 739 CHF | 100,00% | 100,00% |