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 | 2,30% | 66,60 % | 68,20 % | 500 000 | 500 000 | 495 030 | 495 030 | 342 676 CHF | 350 556 CHF | 99,37% | 99,37% |
19/11/2024 | 2,09% | 71,00 % | 72,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 353 719 CHF | 361 196 CHF | 100,00% | 100,00% |
18/11/2024 | 2,11% | 69,90 % | 71,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 351 764 CHF | 359 261 CHF | 100,00% | 100,00% |
15/11/2024 | 1,99% | 72,60 % | 74,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 374 291 CHF | 381 829 CHF | 99,04% | 99,04% |
14/11/2024 | - | 78,30 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,10% |
13/11/2024 | - | 74,90 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,46% |
12/11/2024 | - | 75,60 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 93,51% |
11/11/2024 | - | 84,10 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | 0,35% | 86,60 % | 86,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 823 CHF | 424 323 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 82,40 % | 82,70 % | 500 000 | 500 000 | 499 642 | 499 642 | 423 718 CHF | 425 218 CHF | 73,71% | 73,71% |