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 | 1,15% | 86,40 % | 87,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 057 CHF | 440 103 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 88,00 % | 89,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 715 CHF | 443 707 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 88,70 % | 89,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 165 CHF | 446 151 CHF | 100,00% | 100,00% |
15/11/2024 | 1,13% | 88,30 % | 89,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 429 CHF | 446 450 CHF | 100,00% | 100,00% |
14/11/2024 | 1,12% | 90,00 % | 90,91 % | 500 000 | 500 000 | 499 481 | 500 000 | 443 378 CHF | 448 845 CHF | 99,10% | 99,10% |
13/11/2024 | 1,28% | 87,10 % | 88,21 % | 500 000 | 500 000 | 498 493 | 500 000 | 431 078 CHF | 437 933 CHF | 99,83% | 100,00% |
12/11/2024 | 1,26% | 86,30 % | 87,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 384 CHF | 440 923 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 87,70 % | 88,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 038 CHF | 447 093 CHF | 100,00% | 100,00% |
08/11/2024 | 1,13% | 88,30 % | 89,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 996 CHF | 449 046 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 89,40 % | 90,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 641 CHF | 454 279 CHF | 100,00% | 100,00% |