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% | 106,26 % | 106,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 834 CHF | 534 334 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 106,22 % | 106,72 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 911 CHF | 533 411 CHF | 89,36% | 89,36% |
18/11/2024 | 0,47% | 106,32 % | 106,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 595 CHF | 534 095 CHF | 99,66% | 99,66% |
15/11/2024 | 0,47% | 106,26 % | 106,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 899 CHF | 534 399 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,49 % | 106,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 400 CHF | 534 900 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 106,44 % | 106,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 239 CHF | 534 739 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 106,47 % | 106,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 669 CHF | 535 169 CHF | 98,73% | 98,73% |
11/11/2024 | 0,47% | 106,60 % | 107,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 983 CHF | 535 483 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 106,50 % | 107,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 532 CHF | 535 032 CHF | 99,84% | 99,84% |
07/11/2024 | 0,47% | 106,45 % | 106,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 268 CHF | 534 768 CHF | 100,00% | 100,00% |