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% | 105,75 % | 106,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 890 CHF | 532 390 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,74 % | 106,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 164 CHF | 530 664 CHF | 89,40% | 89,40% |
18/11/2024 | 0,47% | 105,88 % | 106,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 577 CHF | 531 077 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 105,66 % | 106,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 026 CHF | 531 526 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,00 % | 106,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 987 CHF | 531 487 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,36 % | 105,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 241 CHF | 528 741 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,45 % | 105,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 464 CHF | 530 964 CHF | 98,72% | 98,72% |
11/11/2024 | 0,47% | 106,05 % | 106,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 737 CHF | 533 237 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,98 % | 106,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 289 CHF | 532 789 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 106,37 % | 106,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 378 CHF | 534 878 CHF | 100,00% | 100,00% |