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 | 1,77% | 70,90 % | 72,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 363 770 CHF | 370 276 CHF | 99,36% | 99,36% |
19/11/2024 | 1,64% | 75,00 % | 76,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 374 382 CHF | 380 559 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 74,90 % | 76,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 730 CHF | 383 189 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 78,50 % | 79,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 401 219 CHF | 404 719 CHF | 99,04% | 99,04% |
14/11/2024 | 0,84% | 82,70 % | 83,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 801 CHF | 416 301 CHF | 99,10% | 99,10% |
13/11/2024 | 0,87% | 80,30 % | 81,00 % | 500 000 | 500 000 | 499 674 | 499 674 | 399 936 CHF | 403 434 CHF | 80,97% | 80,97% |
12/11/2024 | 0,46% | 80,40 % | 81,10 % | 500 000 | 500 000 | 499 715 | 499 715 | 417 017 CHF | 418 949 CHF | 92,23% | 92,23% |
11/11/2024 | 0,35% | 86,50 % | 86,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 237 CHF | 428 737 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 88,30 % | 88,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 622 CHF | 434 122 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 85,50 % | 85,80 % | 500 000 | 500 000 | 499 642 | 499 642 | 436 506 CHF | 438 006 CHF | 72,78% | 72,78% |