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 | 3,36% | 60,10 % | 66,60 % | 500 000 | 5 000 000 | 500 000 | 5 000 000 | 322 000 CHF | 3 330 000 CHF | 0,03% | 100,00% |
19/11/2024 | 2,82% | 66,70 % | 67,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 330 997 CHF | 340 471 CHF | 72,48% | 99,06% |
18/11/2024 | 2,81% | 65,70 % | 67,60 % | 500 000 | 500 000 | 499 989 | 500 000 | 332 292 CHF | 341 770 CHF | 98,41% | 98,41% |
15/11/2024 | 2,20% | 70,00 % | 71,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 363 286 CHF | 371 354 CHF | 99,04% | 99,04% |
14/11/2024 | 1,96% | 76,60 % | 78,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 933 CHF | 389 482 CHF | 99,10% | 99,10% |
13/11/2024 | 2,20% | 72,90 % | 74,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 363 288 CHF | 371 364 CHF | 98,79% | 98,79% |
12/11/2024 | 1,80% | 73,60 % | 75,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 479 CHF | 400 610 CHF | 93,51% | 93,51% |
11/11/2024 | 1,66% | 82,70 % | 84,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 406 098 CHF | 412 884 CHF | 100,00% | 100,00% |
08/11/2024 | 1,30% | 85,20 % | 85,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 015 CHF | 417 392 CHF | 100,00% | 100,00% |
07/11/2024 | 1,35% | 79,00 % | 80,40 % | 500 000 | 500 000 | 499 642 | 499 642 | 409 055 CHF | 414 538 CHF | 73,71% | 73,71% |