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% | 105,65 % | 106,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 483 CHF | 530 983 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,63 % | 106,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 009 CHF | 530 509 CHF | 89,38% | 89,38% |
18/11/2024 | 0,47% | 105,65 % | 106,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 911 CHF | 530 411 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 105,06 % | 105,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 451 CHF | 529 951 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,81 % | 106,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 828 CHF | 530 328 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,56 % | 106,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 825 CHF | 530 325 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,77 % | 106,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 516 CHF | 532 016 CHF | 98,74% | 98,74% |
11/11/2024 | 0,47% | 105,97 % | 106,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 285 CHF | 532 785 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,79 % | 106,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 054 CHF | 531 554 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 105,78 % | 106,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 065 CHF | 531 565 CHF | 100,00% | 100,00% |