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 | 0,86% | 101,30 % | 102,10 % | 500 000 | 500 000 | 476 768 | 476 768 | 483 316 CHF | 487 166 CHF | 97,95% | 97,95% |
19/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 499 309 | 499 309 | 505 532 CHF | 509 529 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 101,20 % | 102,20 % | 500 000 | 500 000 | 487 835 | 487 835 | 493 292 CHF | 498 225 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 101,10 % | 102,10 % | 500 000 | 500 000 | 493 460 | 493 460 | 498 931 CHF | 503 893 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 495 CHF | 509 495 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 498 668 | 498 668 | 504 153 CHF | 508 147 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,90 % | 101,90 % | 500 000 | 500 000 | 497 409 | 497 409 | 502 116 CHF | 507 100 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 101,10 % | 102,10 % | 500 000 | 500 000 | 492 335 | 492 335 | 497 341 CHF | 502 296 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 100,90 % | 101,70 % | 500 000 | 500 000 | 485 942 | 485 942 | 490 676 CHF | 494 621 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 498 237 | 498 237 | 503 015 CHF | 507 008 CHF | 99,24% | 99,24% |