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% | 104,81 % | 105,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 413 CHF | 527 913 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,79 % | 105,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 565 CHF | 526 065 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 104,91 % | 105,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 851 CHF | 526 351 CHF | 99,67% | 99,67% |
15/11/2024 | 0,48% | 104,59 % | 105,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 306 CHF | 525 806 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,94 % | 105,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 760 CHF | 526 260 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,54 % | 105,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 093 CHF | 525 593 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 104,94 % | 105,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 854 CHF | 528 354 CHF | 98,71% | 98,71% |
11/11/2024 | 0,47% | 105,38 % | 105,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 656 CHF | 529 156 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,91 % | 105,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 967 CHF | 527 467 CHF | 99,82% | 99,82% |
07/11/2024 | 0,47% | 105,10 % | 105,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 885 CHF | 528 385 CHF | 100,00% | 100,00% |