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 | 0,45% | 109,73 % | 110,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 650 CHF | 551 150 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 109,73 % | 110,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 650 CHF | 551 150 CHF | 89,36% | 89,36% |
18/11/2024 | 0,45% | 109,73 % | 110,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 650 CHF | 551 150 CHF | 99,67% | 99,67% |
15/11/2024 | 0,45% | 109,72 % | 110,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 600 CHF | 551 100 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 109,72 % | 110,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 600 CHF | 551 100 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 109,71 % | 110,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 550 CHF | 551 050 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 109,71 % | 110,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 550 CHF | 551 050 CHF | 98,72% | 98,72% |
11/11/2024 | 0,45% | 109,71 % | 110,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 550 CHF | 551 050 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 109,70 % | 110,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 500 CHF | 551 000 CHF | 99,83% | 99,83% |
07/11/2024 | 0,45% | 109,70 % | 110,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 500 CHF | 551 000 CHF | 100,00% | 100,00% |