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 | 1,10% | 90,50 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 963 CHF | 458 963 CHF | 98,58% | 98,58% |
19/11/2024 | 1,09% | 91,50 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 549 CHF | 460 549 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 92,90 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 312 CHF | 468 312 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,80 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 794 CHF | 469 794 CHF | 100,00% | 100,00% |
14/11/2024 | 1,07% | 92,70 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 369 CHF | 468 369 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 93,10 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 682 CHF | 470 682 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 250 CHF | 474 250 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 893 CHF | 483 893 CHF | 100,00% | 100,00% |
08/11/2024 | 1,04% | 95,30 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 963 CHF | 482 963 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 96,30 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 674 CHF | 486 674 CHF | 99,04% | 99,04% |