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 | 1,02% | 77,40 % | 78,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 390 612 CHF | 394 612 CHF | 97,94% | 97,94% |
19/11/2024 | 1,41% | 77,90 % | 78,70 % | 500 000 | 500 000 | 428 377 | 428 377 | 331 464 CHF | 335 608 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 80,90 % | 81,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 749 CHF | 399 749 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 80,10 % | 80,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 802 CHF | 407 802 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 82,60 % | 83,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 945 CHF | 409 945 CHF | 99,02% | 99,02% |
13/11/2024 | 0,95% | 83,90 % | 84,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 339 CHF | 422 339 CHF | 100,00% | 100,00% |
12/11/2024 | 0,93% | 83,70 % | 84,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 071 CHF | 430 071 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 86,70 % | 87,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 437 CHF | 441 437 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 87,20 % | 88,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 411 CHF | 439 411 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 88,50 % | 89,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 241 CHF | 450 241 CHF | 99,23% | 99,23% |