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 | 1,00% | 79,50 % | 80,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 401 766 CHF | 405 815 CHF | 97,94% | 97,94% |
19/11/2024 | 0,99% | 80,80 % | 81,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 278 CHF | 409 328 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 81,80 % | 82,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 938 CHF | 412 988 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 84,00 % | 84,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 073 CHF | 432 122 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 86,70 % | 87,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 187 CHF | 434 237 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 85,70 % | 86,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 174 CHF | 439 224 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 88,60 % | 89,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 439 CHF | 449 489 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 90,20 % | 91,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 991 CHF | 454 041 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 89,80 % | 90,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 008 CHF | 454 058 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 90,30 % | 91,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 065 CHF | 456 115 CHF | 99,23% | 99,23% |