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% | 111,71 % | 112,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 550 CHF | 561 050 CHF | 99,49% | 99,49% |
19/11/2024 | 0,45% | 111,71 % | 112,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 550 CHF | 561 050 CHF | 88,87% | 88,87% |
18/11/2024 | 0,45% | 111,70 % | 112,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 500 CHF | 561 000 CHF | 99,17% | 99,17% |
15/11/2024 | 0,45% | 111,69 % | 112,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 424 CHF | 560 924 CHF | 99,49% | 99,49% |
14/11/2024 | 0,45% | 111,69 % | 112,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 450 CHF | 560 950 CHF | 99,49% | 99,49% |
13/11/2024 | 0,45% | 111,68 % | 112,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 410 CHF | 560 910 CHF | 99,49% | 99,49% |
12/11/2024 | 0,45% | 111,67 % | 112,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 368 CHF | 560 868 CHF | 98,24% | 98,24% |
11/11/2024 | 0,45% | 111,67 % | 112,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 558 380 CHF | 560 880 CHF | 99,49% | 99,49% |
08/11/2024 | 0,45% | 111,60 % | 112,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 557 720 CHF | 560 220 CHF | 99,34% | 99,34% |
07/11/2024 | 0,45% | 111,46 % | 111,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 556 512 CHF | 559 012 CHF | 99,49% | 99,49% |