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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,47% | 107,16 % | 107,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 583 CHF | 538 083 CHF | 100,00% | 100,00% |
22/11/2024 | 0,47% | 107,11 % | 107,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 436 CHF | 537 936 CHF | 100,00% | 100,00% |
20/11/2024 | 0,47% | 106,96 % | 107,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 392 CHF | 537 892 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 107,05 % | 107,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 103 CHF | 537 603 CHF | 89,37% | 89,37% |
18/11/2024 | 0,47% | 107,10 % | 107,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 673 CHF | 538 173 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 107,07 % | 107,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 474 CHF | 537 974 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,96 % | 107,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 695 CHF | 537 195 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 106,88 % | 107,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 315 CHF | 536 815 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 106,85 % | 107,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 969 CHF | 537 469 CHF | 98,72% | 98,72% |
11/11/2024 | 0,47% | 107,07 % | 107,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 320 CHF | 537 820 CHF | 100,00% | 100,00% |