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 | 1,74% | 73,20 % | 74,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 369 501 CHF | 376 001 CHF | 99,37% | 99,37% |
19/11/2024 | 1,75% | 74,40 % | 75,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 368 852 CHF | 375 352 CHF | 100,00% | 100,00% |
18/11/2024 | 1,69% | 76,00 % | 77,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 380 160 CHF | 386 635 CHF | 100,00% | 100,00% |
15/11/2024 | 1,68% | 76,30 % | 77,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 383 508 CHF | 390 004 CHF | 100,00% | 100,00% |
14/11/2024 | 1,71% | 75,90 % | 77,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 543 CHF | 383 043 CHF | 99,10% | 99,10% |
13/11/2024 | 1,70% | 75,40 % | 76,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 000 CHF | 384 500 CHF | 100,00% | 100,00% |
12/11/2024 | 1,62% | 76,30 % | 77,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 385 209 CHF | 391 518 CHF | 100,00% | 100,00% |
11/11/2024 | 1,44% | 81,20 % | 82,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 273 CHF | 413 189 CHF | 100,00% | 100,00% |
08/11/2024 | 1,39% | 80,50 % | 81,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 633 CHF | 411 303 CHF | 100,00% | 100,00% |
07/11/2024 | 1,31% | 83,40 % | 84,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 977 CHF | 423 477 CHF | 99,03% | 99,03% |