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% | 106,91 % | 107,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 729 CHF | 538 229 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,42 % | 105,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 537 CHF | 529 037 CHF | 89,38% | 89,38% |
18/11/2024 | 0,47% | 105,54 % | 106,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 403 CHF | 528 903 CHF | 99,66% | 99,66% |
15/11/2024 | 0,47% | 104,88 % | 105,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 230 CHF | 528 730 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,83 % | 106,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 207 CHF | 531 707 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,59 % | 106,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 024 CHF | 529 524 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,43 % | 105,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 095 CHF | 531 595 CHF | 59,98% | 59,98% |
11/11/2024 | 0,48% | 104,76 % | 105,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 089 CHF | 526 589 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,33 % | 103,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 713 CHF | 522 213 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 104,29 % | 104,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 159 CHF | 525 659 CHF | 100,00% | 100,00% |