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 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 964 CHF | 505 964 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 256 CHF | 506 256 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 948 CHF | 505 948 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 902 CHF | 504 902 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 116 CHF | 505 116 CHF | 99,10% | 99,10% |
13/11/2024 | 2,65% | 100,00 % | 101,00 % | 500 000 | 500 000 | 249 735 | 249 735 | 249 949 CHF | 255 299 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,20 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 CHF | 506 000 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 000 CHF | 506 000 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,30 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 497 CHF | 505 497 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,10 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 757 CHF | 505 757 CHF | 99,24% | 99,24% |