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 | 2,67% | 81,30 % | 83,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 311 CHF | 426 555 CHF | 99,37% | 99,37% |
19/11/2024 | 2,65% | 84,10 % | 86,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 129 CHF | 428 338 CHF | 100,00% | 100,00% |
18/11/2024 | 2,59% | 84,30 % | 86,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 520 CHF | 429 522 CHF | 100,00% | 100,00% |
15/11/2024 | 2,20% | 85,50 % | 87,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 658 CHF | 445 340 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 90,10 % | 90,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 604 CHF | 454 737 CHF | 99,10% | 99,10% |
13/11/2024 | 2,22% | 87,50 % | 89,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 182 CHF | 449 030 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 90,10 % | 90,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 353 CHF | 458 459 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 91,00 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 099 CHF | 460 099 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 90,50 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 896 CHF | 454 896 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 90,40 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 111 CHF | 456 118 CHF | 99,23% | 99,23% |