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 | 1,41% | 84,10 % | 85,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 631 CHF | 428 631 CHF | 100,00% | 100,00% |
19/11/2024 | 1,43% | 83,20 % | 84,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 416 528 CHF | 422 508 CHF | 100,00% | 100,00% |
18/11/2024 | 1,31% | 84,80 % | 86,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 129 CHF | 432 780 CHF | 100,00% | 100,00% |
15/11/2024 | 1,14% | 87,50 % | 88,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 999 CHF | 441 999 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 87,90 % | 88,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 609 CHF | 446 609 CHF | 99,10% | 99,10% |
13/11/2024 | 1,23% | 87,70 % | 88,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 420 CHF | 437 776 CHF | 100,00% | 100,00% |
12/11/2024 | 1,14% | 86,40 % | 87,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 326 CHF | 441 326 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 88,00 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 113 CHF | 446 711 CHF | 100,00% | 100,00% |
08/11/2024 | 1,10% | 88,60 % | 89,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 293 CHF | 444 159 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 88,80 % | 89,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 246 CHF | 450 747 CHF | 99,23% | 99,23% |