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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,48% | 104,39 % | 104,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 668 CHF | 524 168 CHF | 100,00% | 100,00% |
20/11/2024 | 0,48% | 103,80 % | 104,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 258 CHF | 523 758 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,32 % | 104,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 661 CHF | 522 161 CHF | 89,37% | 89,37% |
18/11/2024 | 0,48% | 104,12 % | 104,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 520 954 CHF | 523 454 CHF | 99,68% | 99,68% |
15/11/2024 | 0,48% | 104,25 % | 104,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 925 CHF | 524 425 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,55 % | 105,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 460 CHF | 524 960 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,36 % | 104,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 522 111 CHF | 524 611 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,42 % | 104,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 524 032 CHF | 526 532 CHF | 98,73% | 98,73% |
11/11/2024 | 0,47% | 105,02 % | 105,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 192 CHF | 527 692 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,80 % | 105,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 523 847 CHF | 526 347 CHF | 99,84% | 99,84% |