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 | 1,12% | 89,20 % | 90,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 650 CHF | 458 740 CHF | 100,00% | 100,00% |
19/11/2024 | 1,07% | 91,10 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 011 CHF | 457 868 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 91,40 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 497 CHF | 458 311 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 93,20 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 353 CHF | 471 853 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 95,60 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 304 CHF | 479 804 CHF | 99,10% | 99,10% |
13/11/2024 | 0,32% | 94,40 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 925 CHF | 474 425 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 95,40 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 393 CHF | 481 893 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 96,30 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 308 CHF | 483 808 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 95,80 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 614 CHF | 479 114 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 95,70 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 644 CHF | 480 144 CHF | 99,23% | 99,23% |