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% | 105,32 % | 105,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 469 CHF | 529 969 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 105,14 % | 105,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 953 CHF | 527 453 CHF | 89,39% | 89,39% |
18/11/2024 | 0,47% | 105,26 % | 105,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 687 CHF | 528 187 CHF | 99,66% | 99,66% |
15/11/2024 | 0,47% | 104,59 % | 105,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 517 CHF | 529 017 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,13 % | 106,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 156 CHF | 532 656 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,88 % | 106,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 084 CHF | 531 584 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 106,00 % | 106,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 754 CHF | 533 254 CHF | 98,73% | 98,73% |
11/11/2024 | 0,47% | 106,20 % | 106,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 992 CHF | 533 492 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,86 % | 106,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 031 CHF | 531 531 CHF | 99,85% | 99,85% |
07/11/2024 | 0,47% | 105,85 % | 106,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 315 CHF | 531 815 CHF | 100,00% | 100,00% |