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% | 107,67 % | 108,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 350 CHF | 540 850 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 107,67 % | 108,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 350 CHF | 540 850 CHF | 89,40% | 89,40% |
18/11/2024 | 0,46% | 107,66 % | 108,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 300 CHF | 540 800 CHF | 99,67% | 99,67% |
15/11/2024 | 0,46% | 107,66 % | 108,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 300 CHF | 540 800 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 107,66 % | 108,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 300 CHF | 540 800 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 107,65 % | 108,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 250 CHF | 540 750 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 107,64 % | 108,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 200 CHF | 540 700 CHF | 98,72% | 98,72% |
11/11/2024 | 0,46% | 107,64 % | 108,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 200 CHF | 540 700 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 107,64 % | 108,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 200 CHF | 540 700 CHF | 99,83% | 99,83% |
07/11/2024 | 0,46% | 107,64 % | 108,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 200 CHF | 540 700 CHF | 100,00% | 100,00% |