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 | 0,45% | 109,65 % | 110,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 250 CHF | 550 750 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 109,58 % | 110,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 547 922 CHF | 550 422 CHF | 89,40% | 89,40% |
18/11/2024 | 0,46% | 109,61 % | 110,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 548 078 CHF | 550 578 CHF | 99,67% | 99,67% |
15/11/2024 | 0,46% | 109,57 % | 110,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 547 985 CHF | 550 485 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 109,60 % | 110,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 547 965 CHF | 550 465 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 109,56 % | 110,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 547 784 CHF | 550 284 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 109,57 % | 110,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 547 934 CHF | 550 434 CHF | 98,72% | 98,72% |
11/11/2024 | 0,46% | 109,60 % | 110,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 547 989 CHF | 550 489 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 109,56 % | 110,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 547 816 CHF | 550 316 CHF | 99,83% | 99,83% |
07/11/2024 | 0,46% | 109,57 % | 110,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 547 841 CHF | 550 341 CHF | 100,00% | 100,00% |