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 | 0,93% | 86,99 % | 87,72 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 081 CHF | 437 134 CHF | 99,90% | 99,90% |
20/11/2024 | 1,07% | 86,29 % | 87,02 % | 500 000 | 500 000 | 443 456 | 443 456 | 385 773 CHF | 389 550 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 86,59 % | 87,32 % | 500 000 | 500 000 | 472 960 | 472 960 | 409 779 CHF | 413 558 CHF | 100,00% | 100,00% |
18/11/2024 | 1,43% | 87,44 % | 89,07 % | 250 000 | 250 000 | 352 537 | 352 537 | 308 572 CHF | 312 473 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 88,04 % | 89,67 % | 250 000 | 250 000 | 249 606 | 249 606 | 222 284 CHF | 224 222 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 89,89 % | 90,52 % | 250 000 | 250 000 | 249 867 | 249 867 | 223 840 CHF | 225 430 CHF | 99,10% | 99,10% |
13/11/2024 | 0,97% | 89,50 % | 90,30 % | 250 000 | 250 000 | 249 738 | 249 738 | 223 769 CHF | 225 957 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 90,29 % | 90,92 % | 250 000 | 250 000 | 344 039 | 344 039 | 314 195 CHF | 315 610 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 92,30 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 309 CHF | 463 309 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 90,79 % | 91,42 % | 250 000 | 250 000 | 294 931 | 294 931 | 269 050 CHF | 270 548 CHF | 100,00% | 100,00% |