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 | 534 797 CHF | 537 297 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 106,74 % | 107,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 370 CHF | 535 870 CHF | 89,40% | 89,40% |
18/11/2024 | 0,47% | 106,82 % | 107,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 989 CHF | 535 489 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 106,25 % | 106,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 813 CHF | 534 313 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,44 % | 106,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 802 CHF | 534 302 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 106,26 % | 106,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 378 CHF | 533 878 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 106,49 % | 106,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 113 CHF | 535 613 CHF | 98,73% | 98,73% |
11/11/2024 | 0,47% | 106,58 % | 107,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 197 CHF | 535 697 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 106,56 % | 107,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 828 CHF | 535 328 CHF | 99,84% | 99,84% |
07/11/2024 | 0,47% | 106,49 % | 106,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 433 CHF | 534 933 CHF | 100,00% | 100,00% |