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% | 105,64 % | 106,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 523 CHF | 531 023 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,55 % | 106,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 967 CHF | 530 467 CHF | 89,36% | 89,36% |
18/11/2024 | 0,47% | 105,65 % | 106,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 091 CHF | 530 591 CHF | 99,66% | 99,66% |
15/11/2024 | 0,47% | 105,40 % | 105,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 011 CHF | 529 511 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,41 % | 105,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 136 CHF | 528 636 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,18 % | 105,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 930 CHF | 528 430 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,09 % | 105,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 230 CHF | 528 730 CHF | 98,73% | 98,73% |
11/11/2024 | 0,47% | 105,40 % | 105,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 205 CHF | 529 705 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,20 % | 105,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 067 CHF | 528 567 CHF | 99,85% | 99,85% |
07/11/2024 | 0,47% | 105,27 % | 105,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 794 CHF | 529 294 CHF | 100,00% | 100,00% |