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% | 109,58 % | 110,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 103 CHF | 550 603 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 109,30 % | 109,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 997 CHF | 547 497 CHF | 89,36% | 89,36% |
18/11/2024 | 0,46% | 109,30 % | 109,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 546 376 CHF | 548 876 CHF | 99,67% | 99,67% |
15/11/2024 | 0,46% | 109,31 % | 109,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 546 257 CHF | 548 757 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 108,70 % | 109,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 306 CHF | 545 806 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 108,79 % | 109,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 735 CHF | 547 235 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 109,00 % | 109,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 545 982 CHF | 548 482 CHF | 98,73% | 98,73% |
11/11/2024 | 0,46% | 109,16 % | 109,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 544 901 CHF | 547 401 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 108,65 % | 109,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 543 718 CHF | 546 218 CHF | 99,85% | 99,85% |
07/11/2024 | 0,46% | 108,68 % | 109,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 542 859 CHF | 545 359 CHF | 100,00% | 100,00% |