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 | 0,48% | 103,54 % | 104,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 572 CHF | 524 072 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,14 % | 104,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 178 CHF | 521 678 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 103,84 % | 104,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 015 CHF | 521 515 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 104,52 % | 105,02 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 928 CHF | 530 428 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,28 % | 106,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 538 CHF | 534 038 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 106,08 % | 106,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 100 CHF | 534 600 CHF | 99,96% | 99,96% |
12/11/2024 | 0,47% | 106,26 % | 106,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 611 CHF | 534 111 CHF | 98,73% | 98,73% |
11/11/2024 | 0,47% | 106,71 % | 107,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 531 110 CHF | 533 610 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,96 % | 106,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 585 CHF | 533 085 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 106,35 % | 106,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 131 CHF | 534 631 CHF | 100,00% | 100,00% |