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% | 89,60 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 773 CHF | 458 582 CHF | 99,37% | 99,37% |
19/11/2024 | 0,91% | 90,00 % | 90,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 488 CHF | 457 617 CHF | 100,00% | 100,00% |
18/11/2024 | 1,13% | 91,50 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 261 CHF | 456 395 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 90,70 % | 91,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 613 CHF | 460 328 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 92,20 % | 92,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 046 CHF | 461 954 CHF | 99,10% | 99,10% |
13/11/2024 | 1,28% | 88,70 % | 89,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 636 CHF | 451 393 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 89,20 % | 90,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 820 CHF | 455 320 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 91,10 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 447 CHF | 460 131 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 91,40 % | 91,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 215 CHF | 461 765 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 93,20 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 694 CHF | 470 194 CHF | 99,23% | 99,23% |