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% | 92,20 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 751 CHF | 464 751 CHF | 97,94% | 97,94% |
19/11/2024 | 0,88% | 92,00 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 480 CHF | 458 480 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 90,20 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 463 CHF | 456 463 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 90,90 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 160 CHF | 462 160 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 93,50 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 765 CHF | 472 765 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 312 CHF | 471 312 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 906 CHF | 472 906 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 95,10 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 155 CHF | 478 155 CHF | 100,00% | 100,00% |
08/11/2024 | 1,07% | 93,40 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 770 CHF | 470 770 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 93,20 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 856 CHF | 469 856 CHF | 99,23% | 99,23% |