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% | 106,32 % | 106,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 748 CHF | 534 248 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 106,23 % | 106,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 164 CHF | 533 664 CHF | 89,37% | 89,37% |
18/11/2024 | 0,47% | 106,35 % | 106,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 714 CHF | 534 214 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 106,25 % | 106,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 504 CHF | 534 004 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,31 % | 106,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 437 CHF | 533 937 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 106,28 % | 106,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 414 CHF | 533 914 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 106,32 % | 106,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 799 CHF | 534 299 CHF | 98,71% | 98,71% |
11/11/2024 | 0,47% | 106,37 % | 106,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 849 CHF | 534 349 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 106,33 % | 106,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 499 CHF | 533 999 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 106,33 % | 106,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 653 CHF | 534 153 CHF | 100,00% | 100,00% |