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% | 108,19 % | 108,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 950 CHF | 543 450 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 108,18 % | 108,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 900 CHF | 543 400 CHF | 89,36% | 89,36% |
18/11/2024 | 0,46% | 108,18 % | 108,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 900 CHF | 543 400 CHF | 99,67% | 99,67% |
15/11/2024 | 0,46% | 108,18 % | 108,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 900 CHF | 543 400 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 108,18 % | 108,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 900 CHF | 543 400 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 108,17 % | 108,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 850 CHF | 543 350 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 108,16 % | 108,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 800 CHF | 543 300 CHF | 98,73% | 98,73% |
11/11/2024 | 0,46% | 108,16 % | 108,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 800 CHF | 543 300 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 108,15 % | 108,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 750 CHF | 543 250 CHF | 99,83% | 99,83% |
07/11/2024 | 0,46% | 108,15 % | 108,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 750 CHF | 543 250 CHF | 100,00% | 100,00% |