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% | 106,48 % | 106,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 400 CHF | 534 900 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 106,48 % | 106,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 400 CHF | 534 900 CHF | 89,36% | 89,36% |
18/11/2024 | 0,47% | 106,48 % | 106,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 400 CHF | 534 900 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 106,47 % | 106,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 350 CHF | 534 850 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,47 % | 106,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 350 CHF | 534 850 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 106,46 % | 106,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 300 CHF | 534 800 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 106,46 % | 106,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 300 CHF | 534 800 CHF | 98,72% | 98,72% |
11/11/2024 | 0,47% | 106,46 % | 106,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 300 CHF | 534 800 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 106,45 % | 106,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 250 CHF | 534 750 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 106,45 % | 106,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 250 CHF | 534 750 CHF | 100,00% | 100,00% |