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 | 1,30% | 82,25 % | 83,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 526 CHF | 427 026 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 84,35 % | 85,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 154 CHF | 417 404 CHF | 100,00% | 100,00% |
18/11/2024 | 0,97% | 86,90 % | 87,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 830 CHF | 441 080 CHF | 100,00% | 100,00% |
15/11/2024 | 1,06% | 88,05 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 069 CHF | 448 819 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 87,25 % | 88,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 136 CHF | 437 636 CHF | 100,00% | 100,00% |
13/11/2024 | 1,27% | 85,00 % | 86,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 434 CHF | 434 934 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 84,95 % | 85,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 056 CHF | 435 556 CHF | 99,58% | 99,58% |
11/11/2024 | 0,95% | 88,80 % | 89,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 707 CHF | 444 913 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 87,10 % | 87,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 993 CHF | 439 493 CHF | 99,65% | 99,65% |
07/11/2024 | 0,56% | 89,35 % | 89,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 314 CHF | 447 814 CHF | 40,72% | 40,72% |