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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,05% | 95,40 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 408 CHF | 479 408 CHF | 100,00% | 100,00% |
22/11/2024 | 1,06% | 94,50 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 865 CHF | 475 865 CHF | 99,90% | 99,90% |
20/11/2024 | 0,86% | 92,50 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 598 CHF | 469 598 CHF | 99,37% | 99,37% |
19/11/2024 | 1,07% | 92,50 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 388 CHF | 469 388 CHF | 100,00% | 100,00% |
18/11/2024 | 1,07% | 93,40 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 528 CHF | 469 528 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 089 CHF | 471 089 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 108 CHF | 473 108 CHF | 99,10% | 99,10% |
13/11/2024 | 1,08% | 91,70 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 944 CHF | 464 944 CHF | 100,00% | 100,00% |
12/11/2024 | 1,07% | 92,10 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 885 CHF | 467 885 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,70 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 144 CHF | 474 144 CHF | 100,00% | 100,00% |