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 | 1,33% | 83,90 % | 85,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 512 CHF | 427 142 CHF | 99,37% | 99,37% |
19/11/2024 | 1,28% | 84,80 % | 85,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 870 CHF | 431 371 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 87,50 % | 88,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 630 CHF | 441 658 CHF | 100,00% | 100,00% |
15/11/2024 | 1,17% | 87,10 % | 88,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 117 CHF | 444 273 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 89,10 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 108 CHF | 449 297 CHF | 99,10% | 99,10% |
13/11/2024 | 1,25% | 87,60 % | 88,70 % | 500 000 | 500 000 | 499 354 | 500 000 | 438 075 CHF | 444 143 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 89,00 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 790 CHF | 452 289 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 90,30 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 377 CHF | 458 377 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 90,50 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 715 CHF | 457 656 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 91,10 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 919 CHF | 461 419 CHF | 99,24% | 99,24% |