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% | 104,14 % | 104,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 055 CHF | 523 555 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,28 % | 104,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 381 CHF | 523 881 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 104,30 % | 104,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 565 CHF | 524 065 CHF | 99,67% | 99,67% |
15/11/2024 | 0,48% | 104,29 % | 104,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 409 CHF | 523 909 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,32 % | 104,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 546 CHF | 524 046 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,09 % | 104,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 723 CHF | 523 223 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,22 % | 104,72 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 238 CHF | 523 738 CHF | 98,72% | 98,72% |
11/11/2024 | 0,48% | 104,46 % | 104,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 801 CHF | 525 301 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,72 % | 105,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 484 CHF | 525 984 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 104,68 % | 105,18 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 473 CHF | 525 973 CHF | 100,00% | 100,00% |