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 | 1,21% | 82,20 % | 83,20 % | 500 000 | 5 000 000 | 500 000 | 5 000 000 | 411 000 CHF | 4 160 000 CHF | 0,03% | 97,94% |
19/11/2024 | 0,95% | 82,10 % | 84,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 842 CHF | 422 842 CHF | 73,22% | 100,00% |
18/11/2024 | 0,95% | 84,40 % | 85,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 598 CHF | 423 598 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 83,80 % | 84,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 134 CHF | 428 134 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 86,20 % | 87,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 650 CHF | 434 650 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 86,00 % | 86,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 988 CHF | 435 988 CHF | 99,86% | 99,86% |
12/11/2024 | 0,92% | 86,60 % | 87,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 228 CHF | 438 228 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 88,20 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 665 CHF | 445 665 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 87,60 % | 88,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 428 CHF | 444 428 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 88,60 % | 89,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 363 CHF | 450 363 CHF | 99,23% | 99,23% |