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 | 1,13% | 87,70 % | 88,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 008 CHF | 446 008 CHF | 97,95% | 97,95% |
19/11/2024 | 1,13% | 88,60 % | 89,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 541 CHF | 445 541 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 89,40 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 094 CHF | 451 094 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,40 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 554 CHF | 452 554 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 89,40 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 587 CHF | 449 587 CHF | 100,00% | 100,00% |
13/11/2024 | 1,12% | 89,00 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 331 CHF | 450 331 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 89,90 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 142 CHF | 456 142 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 92,50 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 300 CHF | 467 300 CHF | 100,00% | 100,00% |
08/11/2024 | 1,08% | 92,00 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 673 CHF | 466 673 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 93,50 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 361 CHF | 472 361 CHF | 99,04% | 99,04% |