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% | 106,39 % | 106,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 084 CHF | 534 584 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 106,33 % | 106,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 502 CHF | 534 002 CHF | 89,37% | 89,37% |
18/11/2024 | 0,47% | 106,38 % | 106,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 250 CHF | 533 750 CHF | 99,68% | 99,68% |
15/11/2024 | 0,47% | 106,20 % | 106,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 950 CHF | 533 450 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,41 % | 106,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 236 CHF | 533 736 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 106,39 % | 106,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 701 CHF | 533 201 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,97 % | 106,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 616 CHF | 534 116 CHF | 98,72% | 98,72% |
11/11/2024 | 0,47% | 106,53 % | 107,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 644 CHF | 535 144 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 106,48 % | 106,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 024 CHF | 534 524 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 106,34 % | 106,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 974 CHF | 534 474 CHF | 100,00% | 100,00% |