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% | 107,63 % | 108,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 150 CHF | 540 650 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 107,62 % | 108,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 128 CHF | 540 628 CHF | 89,40% | 89,40% |
18/11/2024 | 0,46% | 107,62 % | 108,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 101 CHF | 540 601 CHF | 99,67% | 99,67% |
15/11/2024 | 0,46% | 107,62 % | 108,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 097 CHF | 540 597 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 107,62 % | 108,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 101 CHF | 540 601 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 107,61 % | 108,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 022 CHF | 540 522 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 107,52 % | 108,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 986 CHF | 540 486 CHF | 98,72% | 98,72% |
11/11/2024 | 0,46% | 107,60 % | 108,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 538 000 CHF | 540 500 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 107,60 % | 108,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 976 CHF | 540 476 CHF | 99,83% | 99,83% |
07/11/2024 | 0,46% | 107,59 % | 108,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 537 950 CHF | 540 450 CHF | 100,00% | 100,00% |