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 | 0,89% | 90,70 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 030 CHF | 451 030 CHF | 100,00% | 100,00% |
20/11/2024 | 1,12% | 87,70 % | 88,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 583 CHF | 447 583 CHF | 97,95% | 97,95% |
19/11/2024 | - | 88,50 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | 1,10% | 90,70 % | 91,70 % | 500 000 | 468 000 | 500 000 | 499 952 | 453 612 CHF | 458 569 CHF | 100,00% | 100,00% |
15/11/2024 | 1,08% | 91,50 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 123 CHF | 464 123 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 92,40 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 027 CHF | 463 027 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 841 CHF | 470 841 CHF | 100,00% | 100,00% |
12/11/2024 | 1,06% | 93,40 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 174 CHF | 475 174 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 97,30 % | 98,30 % | 500 000 | 500 000 | 499 943 | 500 000 | 487 032 CHF | 492 088 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 201 CHF | 486 201 CHF | 100,00% | 100,00% |