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 | 1,19% | 88,00 % | 89,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 643 CHF | 446 913 CHF | 99,37% | 99,37% |
19/11/2024 | 1,32% | 87,80 % | 88,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 683 CHF | 439 453 CHF | 100,00% | 100,00% |
18/11/2024 | 1,29% | 87,70 % | 88,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 421 CHF | 442 067 CHF | 100,00% | 100,00% |
15/11/2024 | 1,30% | 87,60 % | 88,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 652 CHF | 442 360 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 86,40 % | 87,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 488 CHF | 432 815 CHF | 99,10% | 99,10% |
13/11/2024 | 1,61% | 84,00 % | 85,31 % | 500 000 | 500 000 | 493 772 | 493 772 | 413 849 CHF | 420 466 CHF | 100,00% | 100,00% |
12/11/2024 | 1,54% | 84,30 % | 85,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 709 CHF | 429 259 CHF | 100,00% | 100,00% |
11/11/2024 | 1,24% | 86,50 % | 87,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 366 CHF | 444 825 CHF | 100,00% | 100,00% |
08/11/2024 | 2,42% | 86,20 % | 87,41 % | 500 000 | 500 000 | 395 567 | 395 567 | 329 718 CHF | 336 685 CHF | 100,00% | 100,00% |
07/11/2024 | 1,30% | 88,00 % | 89,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 609 CHF | 440 291 CHF | 99,23% | 99,23% |