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% | 104,61 % | 105,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 314 CHF | 525 814 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,41 % | 104,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 857 CHF | 524 357 CHF | 89,39% | 89,39% |
18/11/2024 | 0,48% | 104,78 % | 105,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 775 CHF | 526 275 CHF | 99,66% | 99,66% |
15/11/2024 | 0,48% | 104,73 % | 105,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 284 CHF | 526 784 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 105,00 % | 105,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 068 CHF | 526 568 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,62 % | 105,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 076 CHF | 524 576 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,81 % | 105,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 935 CHF | 527 435 CHF | 98,71% | 98,71% |
11/11/2024 | 0,47% | 105,08 % | 105,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 286 CHF | 527 786 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,76 % | 105,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 996 CHF | 526 496 CHF | 99,84% | 99,84% |
07/11/2024 | 0,48% | 104,79 % | 105,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 957 CHF | 526 457 CHF | 100,00% | 100,00% |