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 | 2,46% | 76,00 % | 77,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 246 CHF | 390 746 CHF | 100,00% | 100,00% |
19/11/2024 | 2,46% | 76,00 % | 77,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 724 CHF | 391 224 CHF | 100,00% | 100,00% |
18/11/2024 | 2,41% | 78,20 % | 80,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 390 241 CHF | 399 741 CHF | 100,00% | 100,00% |
15/11/2024 | 2,41% | 77,30 % | 79,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 458 CHF | 398 958 CHF | 100,00% | 100,00% |
14/11/2024 | 2,40% | 78,80 % | 80,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 391 179 CHF | 400 679 CHF | 99,10% | 99,10% |
13/11/2024 | 2,43% | 77,30 % | 79,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 918 CHF | 396 418 CHF | 100,00% | 100,00% |
12/11/2024 | 2,41% | 77,60 % | 79,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 452 CHF | 398 952 CHF | 100,00% | 100,00% |
11/11/2024 | 2,37% | 79,00 % | 80,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 871 CHF | 406 371 CHF | 100,00% | 100,00% |
08/11/2024 | 2,37% | 79,00 % | 80,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 095 CHF | 405 595 CHF | 100,00% | 100,00% |
07/11/2024 | 2,35% | 79,70 % | 81,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 885 CHF | 409 385 CHF | 100,00% | 100,00% |