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 | 1,90% | 98,40 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 403 CHF | 505 903 CHF | 100,00% | 100,00% |
19/11/2024 | 1,90% | 98,80 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 101 CHF | 504 601 CHF | 100,00% | 100,00% |
18/11/2024 | 1,87% | 100,20 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 072 CHF | 512 572 CHF | 100,00% | 100,00% |
15/11/2024 | 1,85% | 101,30 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 700 CHF | 519 200 CHF | 100,00% | 100,00% |
14/11/2024 | 1,80% | 105,00 % | 106,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 521 770 CHF | 531 270 CHF | 99,10% | 99,10% |
13/11/2024 | 1,69% | 105,20 % | 107,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 521 CHF | 538 506 CHF | 100,00% | 100,00% |
12/11/2024 | 1,78% | 105,00 % | 106,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 938 CHF | 537 435 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 108,20 % | 109,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 540 926 CHF | 544 926 CHF | 100,00% | 100,00% |
08/11/2024 | 1,97% | 105,20 % | 107,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 971 CHF | 539 471 CHF | 100,00% | 100,00% |
07/11/2024 | 1,94% | 107,20 % | 109,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 535 018 CHF | 545 518 CHF | 100,00% | 100,00% |