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 | 0,73% | 81,50 % | 82,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 697 CHF | 414 697 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 83,10 % | 83,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 652 CHF | 418 652 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 82,90 % | 83,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 322 CHF | 418 322 CHF | 100,00% | 100,00% |
15/11/2024 | 0,94% | 84,00 % | 84,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 233 CHF | 428 233 CHF | 99,04% | 99,04% |
14/11/2024 | 0,70% | 86,20 % | 86,80 % | 500 000 | 500 000 | 499 012 | 499 012 | 430 257 CHF | 433 252 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 85,50 % | 86,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 779 CHF | 429 622 CHF | 99,67% | 99,67% |
12/11/2024 | 0,23% | 85,80 % | 86,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 440 CHF | 438 440 CHF | 93,51% | 93,51% |
11/11/2024 | 0,23% | 89,20 % | 89,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 369 CHF | 444 369 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 90,20 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 804 CHF | 446 804 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 88,20 % | 88,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 528 CHF | 447 528 CHF | 73,71% | 73,71% |