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 | 1,06% | 74,70 % | 75,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 374 067 CHF | 378 067 CHF | 97,95% | 97,95% |
19/11/2024 | 1,09% | 73,70 % | 74,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 366 025 CHF | 370 025 CHF | 99,81% | 99,81% |
18/11/2024 | 1,08% | 74,10 % | 74,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 367 005 CHF | 371 005 CHF | 100,00% | 100,00% |
15/11/2024 | 1,06% | 73,30 % | 74,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 374 032 CHF | 378 032 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 76,40 % | 77,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 382 188 CHF | 386 188 CHF | 100,00% | 100,00% |
13/11/2024 | 1,03% | 76,70 % | 77,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 556 CHF | 390 556 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 77,60 % | 78,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 698 CHF | 393 698 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 79,70 % | 80,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 039 CHF | 403 039 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 78,80 % | 79,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 411 CHF | 401 411 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 80,20 % | 81,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 171 CHF | 409 171 CHF | 99,24% | 99,24% |