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 | 0,46% | 108,39 % | 108,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 950 CHF | 544 450 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 108,38 % | 108,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 900 CHF | 544 400 CHF | 89,38% | 89,38% |
18/11/2024 | 0,46% | 108,38 % | 108,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 900 CHF | 544 400 CHF | 99,66% | 99,66% |
15/11/2024 | 0,46% | 108,38 % | 108,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 900 CHF | 544 400 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 108,38 % | 108,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 900 CHF | 544 400 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 108,36 % | 108,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 800 CHF | 544 300 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 108,36 % | 108,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 800 CHF | 544 300 CHF | 98,73% | 98,73% |
11/11/2024 | 0,46% | 108,36 % | 108,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 800 CHF | 544 300 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 108,35 % | 108,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 750 CHF | 544 250 CHF | 99,83% | 99,83% |
07/11/2024 | 0,46% | 108,35 % | 108,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 541 750 CHF | 544 250 CHF | 100,00% | 100,00% |