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 | 1,07% | 92,70 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 585 CHF | 470 585 CHF | 97,95% | 97,95% |
19/11/2024 | 0,86% | 93,20 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 741 CHF | 469 741 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 369 CHF | 473 369 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 94,30 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 259 CHF | 477 259 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 94,90 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 043 CHF | 477 043 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 586 CHF | 476 586 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 93,50 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 634 CHF | 476 634 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 96,80 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 634 CHF | 490 634 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 96,30 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 250 CHF | 487 250 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 957 CHF | 495 957 CHF | 99,23% | 99,23% |