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 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 193 CHF | 508 193 CHF | 100,00% | 100,00% |
20/11/2024 | 0,79% | 100,50 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 482 CHF | 507 482 CHF | 98,59% | 98,59% |
19/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 585 CHF | 504 585 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 242 CHF | 507 242 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 666 CHF | 504 666 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,20 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 648 CHF | 503 648 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 990 CHF | 502 990 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 198 CHF | 504 198 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 572 CHF | 509 572 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 302 CHF | 508 302 CHF | 100,00% | 100,00% |