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 | 1,86% | 74,60 % | 76,11 % | 500 000 | 500 000 | 500 000 | 499 986 | 384 195 CHF | 391 393 CHF | 100,00% | 100,00% |
19/11/2024 | 1,77% | 78,90 % | 80,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 904 CHF | 399 929 CHF | 100,00% | 100,00% |
18/11/2024 | 1,70% | 78,10 % | 79,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 814 CHF | 400 579 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 81,50 % | 82,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 416 004 CHF | 419 594 CHF | 99,04% | 99,04% |
14/11/2024 | 0,82% | 86,30 % | 87,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 359 CHF | 434 909 CHF | 99,10% | 99,10% |
13/11/2024 | 0,81% | 83,80 % | 84,51 % | 500 000 | 500 000 | 499 735 | 499 735 | 417 587 CHF | 420 978 CHF | 99,67% | 99,67% |
12/11/2024 | 0,35% | 84,30 % | 84,61 % | 500 000 | 500 000 | 499 719 | 499 719 | 438 522 CHF | 440 073 CHF | 93,51% | 93,51% |
11/11/2024 | 0,34% | 91,10 % | 91,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 072 CHF | 451 622 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 92,70 % | 93,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 820 CHF | 456 370 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 89,00 % | 89,31 % | 500 000 | 500 000 | 499 642 | 499 642 | 455 878 CHF | 457 429 CHF | 73,71% | 73,71% |