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% | 106,96 % | 107,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 777 CHF | 537 277 CHF | 99,50% | 99,50% |
19/11/2024 | 0,47% | 106,92 % | 107,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 564 CHF | 537 064 CHF | 88,87% | 88,87% |
18/11/2024 | 0,47% | 106,79 % | 107,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 533 283 CHF | 535 783 CHF | 99,17% | 99,17% |
15/11/2024 | 0,47% | 106,78 % | 107,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 551 CHF | 537 051 CHF | 99,50% | 99,50% |
14/11/2024 | 0,47% | 106,95 % | 107,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 754 CHF | 537 254 CHF | 99,49% | 99,49% |
13/11/2024 | 0,47% | 106,92 % | 107,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 700 CHF | 537 200 CHF | 99,49% | 99,49% |
12/11/2024 | 0,47% | 106,90 % | 107,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 568 CHF | 537 068 CHF | 98,25% | 98,25% |
11/11/2024 | 0,47% | 106,90 % | 107,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 560 CHF | 537 060 CHF | 99,49% | 99,49% |
08/11/2024 | 0,47% | 106,90 % | 107,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 495 CHF | 536 995 CHF | 99,33% | 99,33% |
07/11/2024 | 0,47% | 106,88 % | 107,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 534 275 CHF | 536 775 CHF | 99,49% | 99,49% |