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% | 103,78 % | 104,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 569 CHF | 522 069 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 103,86 % | 104,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 088 CHF | 521 588 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 104,01 % | 104,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 654 CHF | 522 154 CHF | 99,67% | 99,67% |
15/11/2024 | 0,48% | 103,92 % | 104,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 892 CHF | 522 392 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,04 % | 104,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 071 CHF | 522 571 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 103,88 % | 104,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 342 CHF | 521 842 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,86 % | 104,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 815 CHF | 522 315 CHF | 98,72% | 98,72% |
11/11/2024 | 0,48% | 104,06 % | 104,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 391 CHF | 522 891 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,89 % | 104,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 568 CHF | 522 068 CHF | 99,82% | 99,82% |
07/11/2024 | 0,48% | 103,98 % | 104,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 674 CHF | 522 174 CHF | 100,00% | 100,00% |