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 | 0,94% | 95,80 % | 96,60 % | 50 000 | 50 000 | 435 379 | 435 379 | 416 689 CHF | 420 225 CHF | 97,95% | 97,95% |
19/11/2024 | 1,06% | 95,10 % | 96,10 % | 50 000 | 50 000 | 475 882 | 475 882 | 449 460 CHF | 454 243 CHF | 100,00% | 100,00% |
18/11/2024 | 1,07% | 93,90 % | 94,90 % | 50 000 | 50 000 | 473 907 | 473 907 | 446 859 CHF | 451 631 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 94,90 % | 95,70 % | 50 000 | 50 000 | 467 395 | 467 395 | 447 850 CHF | 451 652 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,50 % | 98,30 % | 50 000 | 50 000 | 481 389 | 481 389 | 470 173 CHF | 474 024 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 97,60 % | 98,60 % | 50 000 | 50 000 | 481 507 | 481 507 | 468 247 CHF | 473 063 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 97,30 % | 98,30 % | 50 000 | 50 000 | 481 420 | 481 420 | 469 606 CHF | 474 420 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,10 % | 98,90 % | 50 000 | 50 000 | 481 268 | 481 268 | 471 402 CHF | 475 252 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,00 % | 97,80 % | 50 000 | 50 000 | 481 454 | 481 454 | 466 216 CHF | 470 068 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 97,00 % | 98,00 % | 50 000 | 50 000 | 481 324 | 481 324 | 466 588 CHF | 471 401 CHF | 99,23% | 99,23% |