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% | 108,17 % | 108,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 850 CHF | 543 350 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 108,17 % | 108,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 850 CHF | 543 350 CHF | 89,39% | 89,39% |
18/11/2024 | 0,46% | 108,16 % | 108,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 800 CHF | 543 300 CHF | 99,67% | 99,67% |
15/11/2024 | 0,46% | 108,16 % | 108,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 800 CHF | 543 300 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 108,16 % | 108,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 800 CHF | 543 300 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 108,15 % | 108,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 750 CHF | 543 250 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 108,14 % | 108,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 700 CHF | 543 200 CHF | 98,72% | 98,72% |
11/11/2024 | 0,46% | 108,14 % | 108,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 700 CHF | 543 200 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 108,14 % | 108,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 700 CHF | 543 200 CHF | 99,84% | 99,84% |
07/11/2024 | 0,46% | 108,14 % | 108,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 695 CHF | 543 195 CHF | 100,00% | 100,00% |