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 | 1,06% | 88,60 % | 89,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 899 CHF | 453 696 CHF | 99,37% | 99,37% |
19/11/2024 | 1,04% | 88,90 % | 89,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 349 CHF | 453 057 CHF | 100,00% | 100,00% |
18/11/2024 | 1,09% | 90,30 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 810 CHF | 451 693 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 89,80 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 605 CHF | 456 105 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 90,80 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 222 CHF | 457 871 CHF | 99,10% | 99,10% |
13/11/2024 | 1,15% | 87,70 % | 88,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 917 CHF | 446 004 CHF | 100,00% | 100,00% |
12/11/2024 | 1,12% | 88,10 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 672 CHF | 449 671 CHF | 100,00% | 100,00% |
11/11/2024 | 1,18% | 89,70 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 950 CHF | 456 316 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 89,90 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 405 CHF | 457 272 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 92,30 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 275 CHF | 465 882 CHF | 99,24% | 99,24% |