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% | 104,23 % | 104,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 259 CHF | 523 759 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,17 % | 104,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 846 CHF | 523 346 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 104,05 % | 104,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 323 CHF | 522 823 CHF | 99,66% | 99,66% |
15/11/2024 | 0,48% | 104,08 % | 104,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 663 CHF | 523 163 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,61 % | 105,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 013 CHF | 525 513 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,46 % | 104,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 980 CHF | 525 480 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,47 % | 104,97 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 562 CHF | 525 062 CHF | 98,75% | 98,75% |
11/11/2024 | 0,48% | 104,64 % | 105,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 425 CHF | 526 925 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,80 % | 105,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 486 CHF | 525 986 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 104,66 % | 105,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 556 CHF | 525 056 CHF | 100,00% | 100,00% |