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 | 2,29% | 64,20 % | 66,30 % | 500 000 | 5 000 000 | 500 000 | 5 000 000 | 324 000 CHF | 3 315 000 CHF | 0,03% | 99,37% |
19/11/2024 | 1,99% | 64,40 % | 64,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 323 357 CHF | 329 863 CHF | 73,22% | 100,00% |
18/11/2024 | 1,73% | 68,90 % | 70,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 345 441 CHF | 351 458 CHF | 100,00% | 100,00% |
15/11/2024 | 1,84% | 70,30 % | 71,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 350 095 CHF | 356 595 CHF | 100,00% | 100,00% |
14/11/2024 | - | 72,10 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,10% |
13/11/2024 | - | 74,50 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,30% |
12/11/2024 | - | 71,50 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 74,30 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | - | 70,00 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 64,50 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,23% |