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 | 0,90% | 100,90 % | 101,70 % | 500 000 | 500 000 | 454 641 | 454 641 | 458 376 CHF | 462 070 CHF | 98,58% | 98,58% |
19/11/2024 | 0,80% | 100,80 % | 101,60 % | 500 000 | 500 000 | 494 403 | 494 403 | 497 378 CHF | 501 361 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,50 % | 101,30 % | 500 000 | 500 000 | 492 458 | 492 458 | 495 546 CHF | 499 523 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,80 % | 101,60 % | 500 000 | 500 000 | 492 167 | 492 167 | 496 830 CHF | 500 805 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,40 % | 102,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 230 CHF | 511 230 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,50 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 828 CHF | 510 828 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 826 CHF | 509 826 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,60 % | 102,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 438 CHF | 511 438 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 846 CHF | 509 846 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 431 CHF | 509 431 CHF | 99,23% | 99,23% |