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 | 1,44% | 75,70 % | 76,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 379 778 CHF | 385 278 CHF | 100,00% | 100,00% |
19/11/2024 | 1,44% | 75,70 % | 76,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 380 188 CHF | 385 688 CHF | 100,00% | 100,00% |
18/11/2024 | 1,41% | 77,90 % | 79,00 % | 500 000 | 500 000 | 499 996 | 500 000 | 388 439 CHF | 393 942 CHF | 100,00% | 100,00% |
15/11/2024 | 1,41% | 76,90 % | 78,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 507 CHF | 393 007 CHF | 100,00% | 100,00% |
14/11/2024 | 1,40% | 78,30 % | 79,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 194 CHF | 394 694 CHF | 99,10% | 99,10% |
13/11/2024 | 1,42% | 77,00 % | 78,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 385 278 CHF | 390 778 CHF | 100,00% | 100,00% |
12/11/2024 | 1,41% | 77,20 % | 78,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 691 CHF | 393 191 CHF | 100,00% | 100,00% |
11/11/2024 | 1,38% | 78,60 % | 79,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 635 CHF | 400 135 CHF | 100,00% | 100,00% |
08/11/2024 | 1,39% | 78,50 % | 79,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 750 CHF | 399 250 CHF | 100,00% | 100,00% |
07/11/2024 | 1,37% | 79,20 % | 80,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 273 CHF | 402 773 CHF | 100,00% | 100,00% |