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% | 104,82 % | 105,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 103 CHF | 526 603 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,81 % | 105,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 044 CHF | 526 544 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 104,81 % | 105,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 050 CHF | 526 550 CHF | 99,67% | 99,67% |
15/11/2024 | 0,48% | 104,49 % | 104,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 545 CHF | 525 045 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,51 % | 105,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 449 CHF | 524 949 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,45 % | 104,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 206 CHF | 524 706 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,47 % | 104,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 688 CHF | 525 188 CHF | 98,72% | 98,72% |
11/11/2024 | 0,48% | 104,58 % | 105,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 910 CHF | 525 410 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,63 % | 105,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 164 CHF | 525 664 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 104,66 % | 105,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 915 CHF | 525 415 CHF | 100,00% | 100,00% |