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 | 1,03% | 95,90 % | 96,90 % | 50 000 | 50 000 | 480 996 | 480 996 | 462 777 CHF | 467 587 CHF | 97,95% | 97,95% |
19/11/2024 | 1,04% | 95,30 % | 96,30 % | 50 000 | 50 000 | 481 470 | 481 470 | 459 203 CHF | 464 018 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,10 % | 97,90 % | 50 000 | 50 000 | 481 505 | 481 505 | 466 884 CHF | 470 736 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,50 % | 97,30 % | 50 000 | 50 000 | 481 305 | 481 305 | 465 634 CHF | 469 485 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 97,10 % | 98,10 % | 50 000 | 50 000 | 481 439 | 481 439 | 465 839 CHF | 470 653 CHF | 100,00% | 100,00% |
13/11/2024 | 1,03% | 96,60 % | 97,60 % | 50 000 | 50 000 | 481 498 | 481 498 | 464 873 CHF | 469 688 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 95,80 % | 96,60 % | 50 000 | 50 000 | 481 442 | 481 442 | 465 806 CHF | 469 657 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 97,80 % | 98,60 % | 50 000 | 50 000 | 481 418 | 481 418 | 471 714 CHF | 475 565 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 97,20 % | 98,20 % | 50 000 | 50 000 | 481 497 | 481 497 | 469 028 CHF | 473 843 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 98,20 % | 99,20 % | 50 000 | 50 000 | 481 190 | 481 190 | 471 654 CHF | 476 466 CHF | 99,23% | 99,23% |