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% | 103,94 % | 104,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 508 CHF | 522 008 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 103,88 % | 104,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 310 CHF | 521 810 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 103,87 % | 104,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 346 CHF | 521 846 CHF | 99,66% | 99,66% |
15/11/2024 | 0,48% | 103,85 % | 104,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 074 CHF | 521 574 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 103,84 % | 104,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 973 CHF | 521 473 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 103,68 % | 104,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 476 CHF | 520 976 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,64 % | 104,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 380 CHF | 520 880 CHF | 98,74% | 98,74% |
11/11/2024 | 0,48% | 103,73 % | 104,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 771 CHF | 521 271 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,78 % | 104,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 767 CHF | 521 267 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 103,72 % | 104,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 597 CHF | 521 097 CHF | 100,00% | 100,00% |