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 | 0,47% | 106,67 % | 107,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 350 CHF | 535 850 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 106,67 % | 107,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 350 CHF | 535 850 CHF | 89,36% | 89,36% |
18/11/2024 | 0,47% | 106,66 % | 107,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 310 CHF | 535 810 CHF | 99,68% | 99,68% |
15/11/2024 | 0,47% | 106,66 % | 107,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 300 CHF | 535 800 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,66 % | 107,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 300 CHF | 535 800 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 106,65 % | 107,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 250 CHF | 535 750 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 106,65 % | 107,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 250 CHF | 535 750 CHF | 98,72% | 98,72% |
11/11/2024 | 0,47% | 106,64 % | 107,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 200 CHF | 535 700 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 106,64 % | 107,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 200 CHF | 535 700 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 106,64 % | 107,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 200 CHF | 535 700 CHF | 100,00% | 100,00% |