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 | 1,08% | 92,00 % | 93,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 416 CHF | 467 452 CHF | 99,37% | 99,37% |
19/11/2024 | 1,07% | 93,30 % | 94,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 379 CHF | 470 370 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 92,70 % | 93,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 054 CHF | 467 068 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 92,10 % | 93,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 738 CHF | 465 786 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 93,50 % | 94,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 564 CHF | 466 690 CHF | 99,10% | 99,10% |
13/11/2024 | 1,34% | 90,40 % | 91,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 975 CHF | 455 025 CHF | 100,00% | 100,00% |
12/11/2024 | 1,24% | 89,70 % | 90,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 990 CHF | 458 634 CHF | 100,00% | 100,00% |
11/11/2024 | 1,16% | 90,90 % | 92,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 925 CHF | 463 252 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 91,60 % | 92,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 639 CHF | 465 689 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 92,70 % | 93,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 600 CHF | 471 268 CHF | 99,23% | 99,23% |