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 | 1,00% | 82,40 % | 83,20 % | 500 000 | 500 000 | 485 392 | 485 392 | 399 160 CHF | 403 116 CHF | 100,00% | 100,00% |
20/11/2024 | 1,09% | 81,00 % | 81,80 % | 500 000 | 500 000 | 454 346 | 454 346 | 368 765 CHF | 372 446 CHF | 97,94% | 97,94% |
19/11/2024 | 0,98% | 81,80 % | 82,60 % | 500 000 | 500 000 | 494 403 | 494 403 | 405 616 CHF | 409 593 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 82,40 % | 83,20 % | 500 000 | 500 000 | 486 993 | 486 993 | 403 842 CHF | 407 790 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 85,90 % | 86,70 % | 500 000 | 500 000 | 474 037 | 474 037 | 416 632 CHF | 420 527 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 89,60 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 470 CHF | 445 470 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 89,30 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 961 CHF | 451 961 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 89,60 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 818 CHF | 455 818 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 90,60 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 488 CHF | 456 488 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 90,00 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 565 CHF | 454 565 CHF | 100,00% | 100,00% |