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% | 79,20 % | 80,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 201 CHF | 401 201 CHF | 97,95% | 97,95% |
19/11/2024 | 1,00% | 79,70 % | 80,50 % | 500 000 | 500 000 | 498 890 | 498 890 | 397 233 CHF | 401 229 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 79,70 % | 80,50 % | 500 000 | 500 000 | 499 328 | 499 328 | 398 723 CHF | 402 720 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 79,90 % | 80,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 401 177 CHF | 405 177 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 80,60 % | 81,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 501 CHF | 407 501 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 80,10 % | 80,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 308 CHF | 404 308 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 79,50 % | 80,30 % | 500 000 | 500 000 | 499 824 | 499 824 | 400 815 CHF | 404 814 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 80,20 % | 81,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 806 CHF | 404 806 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 80,40 % | 81,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 104 CHF | 408 104 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 79,80 % | 80,60 % | 500 000 | 500 000 | 498 405 | 498 405 | 397 321 CHF | 401 314 CHF | 99,23% | 99,23% |