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% | 105,10 % | 105,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 797 CHF | 528 297 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,96 % | 105,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 517 CHF | 527 017 CHF | 89,36% | 89,36% |
18/11/2024 | 0,47% | 105,15 % | 105,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 522 CHF | 528 022 CHF | 99,66% | 99,66% |
15/11/2024 | 0,47% | 105,10 % | 105,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 960 CHF | 528 460 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,51 % | 106,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 000 CHF | 529 500 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,52 % | 106,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 610 CHF | 529 110 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,16 % | 105,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 737 CHF | 530 237 CHF | 98,74% | 98,74% |
11/11/2024 | 0,47% | 105,69 % | 106,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 411 CHF | 530 911 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,51 % | 106,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 396 CHF | 529 896 CHF | 99,84% | 99,84% |
07/11/2024 | 0,47% | 105,52 % | 106,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 711 CHF | 530 211 CHF | 100,00% | 100,00% |