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 | 2,18% | 60,70 % | 66,36 % | 250 000 | 250 000 | 487 838 | 487 838 | 326 786 CHF | 333 822 CHF | 87,88% | 99,36% |
19/11/2024 | 2,04% | 68,50 % | 69,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 341 670 CHF | 348 711 CHF | 100,00% | 100,00% |
18/11/2024 | 2,01% | 67,90 % | 69,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 342 018 CHF | 348 970 CHF | 100,00% | 100,00% |
15/11/2024 | 1,28% | 70,80 % | 72,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 365 734 CHF | 370 433 CHF | 99,04% | 99,04% |
14/11/2024 | 0,93% | 76,20 % | 76,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 380 499 CHF | 384 049 CHF | 99,10% | 99,10% |
13/11/2024 | 1,49% | 74,20 % | 74,91 % | 500 000 | 500 000 | 498 672 | 498 672 | 366 935 CHF | 372 424 CHF | 98,79% | 98,79% |
12/11/2024 | 0,51% | 74,70 % | 75,41 % | 500 000 | 500 000 | 499 437 | 499 437 | 390 176 CHF | 392 159 CHF | 93,51% | 93,51% |
11/11/2024 | 0,39% | 81,50 % | 81,81 % | 500 000 | 500 000 | 499 736 | 499 736 | 401 819 CHF | 403 369 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 83,30 % | 83,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 292 CHF | 408 842 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 79,80 % | 80,11 % | 500 000 | 500 000 | 499 642 | 499 642 | 409 123 CHF | 410 673 CHF | 73,71% | 73,71% |