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% | 105,48 % | 105,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 716 CHF | 530 216 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,48 % | 105,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 049 CHF | 529 549 CHF | 89,37% | 89,37% |
18/11/2024 | 0,47% | 105,46 % | 105,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 833 CHF | 529 333 CHF | 99,66% | 99,66% |
15/11/2024 | 0,47% | 105,18 % | 105,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 012 CHF | 528 512 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,31 % | 105,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 935 CHF | 528 435 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,91 % | 105,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 350 CHF | 526 850 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 104,87 % | 105,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 175 CHF | 527 675 CHF | 98,72% | 98,72% |
11/11/2024 | 0,47% | 105,03 % | 105,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 777 CHF | 528 277 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,12 % | 105,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 154 CHF | 528 654 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 105,19 % | 105,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 206 CHF | 528 706 CHF | 100,00% | 100,00% |