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 | 1,39% | 85,30 % | 86,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 259 CHF | 434 259 CHF | 99,37% | 99,37% |
19/11/2024 | 1,37% | 85,70 % | 86,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 676 CHF | 436 598 CHF | 100,00% | 100,00% |
18/11/2024 | 1,24% | 88,00 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 212 CHF | 444 712 CHF | 100,00% | 100,00% |
15/11/2024 | 1,24% | 87,30 % | 88,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 784 CHF | 445 284 CHF | 100,00% | 100,00% |
14/11/2024 | 1,24% | 88,70 % | 89,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 227 CHF | 447 755 CHF | 99,10% | 99,10% |
13/11/2024 | 1,26% | 87,40 % | 88,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 019 CHF | 442 542 CHF | 100,00% | 100,00% |
12/11/2024 | 1,24% | 87,90 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 697 CHF | 447 197 CHF | 100,00% | 100,00% |
11/11/2024 | 1,11% | 89,30 % | 90,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 609 CHF | 453 609 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 89,60 % | 90,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 923 CHF | 452 923 CHF | 100,00% | 100,00% |
07/11/2024 | 1,10% | 90,00 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 844 CHF | 456 840 CHF | 99,24% | 99,24% |