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% | 105,00 % | 105,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 316 CHF | 527 816 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 105,10 % | 105,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 004 CHF | 527 504 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 105,20 % | 105,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 097 CHF | 528 597 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 105,20 % | 105,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 374 CHF | 528 874 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,40 % | 105,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 768 CHF | 529 268 CHF | 99,10% | 99,10% |
13/11/2024 | 0,47% | 105,40 % | 105,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 694 CHF | 529 194 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,20 % | 105,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 000 CHF | 528 500 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 105,50 % | 106,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 437 CHF | 529 937 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,30 % | 105,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 618 CHF | 529 118 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 105,30 % | 105,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 922 CHF | 529 422 CHF | 100,00% | 100,00% |