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% | 107,71 % | 108,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 550 CHF | 541 050 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 107,70 % | 108,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 500 CHF | 541 000 CHF | 89,38% | 89,38% |
18/11/2024 | 0,46% | 107,70 % | 108,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 500 CHF | 541 000 CHF | 99,68% | 99,68% |
15/11/2024 | 0,46% | 107,70 % | 108,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 500 CHF | 541 000 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 107,69 % | 108,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 460 CHF | 540 960 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 107,68 % | 108,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 412 CHF | 540 912 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 107,68 % | 108,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 400 CHF | 540 900 CHF | 98,75% | 98,75% |
11/11/2024 | 0,46% | 107,68 % | 108,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 400 CHF | 540 900 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 107,66 % | 108,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 349 CHF | 540 849 CHF | 99,84% | 99,84% |
07/11/2024 | 0,46% | 107,66 % | 108,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 262 CHF | 540 762 CHF | 100,00% | 100,00% |