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 | 0,73% | 88,60 % | 89,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 833 CHF | 449 083 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 89,65 % | 90,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 282 CHF | 447 282 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 91,10 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 271 CHF | 457 271 CHF | 100,00% | 100,00% |
15/11/2024 | 0,71% | 90,85 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 238 CHF | 458 488 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 91,20 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 593 CHF | 456 093 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 89,10 % | 89,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 026 CHF | 451 276 CHF | 99,91% | 99,91% |
12/11/2024 | 0,66% | 90,10 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 141 CHF | 457 141 CHF | 99,69% | 99,69% |
11/11/2024 | 0,69% | 91,60 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 447 CHF | 456 594 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 90,35 % | 90,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 956 CHF | 455 706 CHF | 99,83% | 99,83% |
07/11/2024 | 0,59% | 92,45 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 492 CHF | 464 242 CHF | 40,72% | 40,72% |