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 | 0,75% | 78,70 % | 79,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 605 CHF | 402 605 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 80,90 % | 81,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 810 CHF | 407 810 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 80,70 % | 81,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 444 CHF | 407 444 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 82,30 % | 83,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 632 CHF | 419 632 CHF | 99,04% | 99,04% |
14/11/2024 | 0,71% | 84,70 % | 85,30 % | 500 000 | 500 000 | 499 068 | 499 068 | 422 563 CHF | 425 558 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 83,80 % | 84,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 241 CHF | 421 083 CHF | 99,67% | 99,67% |
12/11/2024 | 0,23% | 84,30 % | 84,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 618 CHF | 431 618 CHF | 93,51% | 93,51% |
11/11/2024 | 0,23% | 88,30 % | 88,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 279 CHF | 439 279 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 89,50 % | 89,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 094 CHF | 442 094 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 86,80 % | 87,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 063 CHF | 445 063 CHF | 73,71% | 73,71% |