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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,97% | 82,20 % | 83,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 486 CHF | 412 486 CHF | 100,00% | 100,00% |
20/11/2024 | 1,19% | 83,20 % | 84,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 748 CHF | 423 748 CHF | 97,95% | 97,95% |
19/11/2024 | 1,19% | 84,20 % | 85,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 111 CHF | 423 111 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 85,30 % | 86,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 661 CHF | 430 661 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 85,40 % | 86,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 361 CHF | 432 361 CHF | 100,00% | 100,00% |
14/11/2024 | 1,17% | 85,10 % | 86,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 223 CHF | 428 223 CHF | 100,00% | 100,00% |
13/11/2024 | 1,17% | 84,80 % | 85,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 168 CHF | 430 168 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 85,80 % | 86,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 672 CHF | 435 672 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 89,10 % | 89,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 398 CHF | 450 398 CHF | 100,00% | 100,00% |
08/11/2024 | 1,12% | 88,20 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 607 CHF | 448 607 CHF | 100,00% | 100,00% |