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 | 1,08% | 92,60 % | 93,60 % | 500 000 | 500 000 | 499 883 | 500 000 | 462 448 CHF | 467 557 CHF | 97,94% | 97,94% |
19/11/2024 | - | 92,00 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | - | 91,10 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | - | 92,30 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | - | 88,50 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,75% |
13/11/2024 | - | 87,40 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
12/11/2024 | - | 89,10 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | 1,09% | 90,60 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 267 CHF | 459 267 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 91,00 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 234 CHF | 466 234 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 615 CHF | 477 615 CHF | 99,23% | 99,23% |