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 | 1,05% | 94,60 % | 95,60 % | 500 000 | 500 000 | 498 678 | 498 636 | 473 567 CHF | 478 516 CHF | 97,94% | 97,94% |
19/11/2024 | 1,05% | 94,30 % | 95,30 % | 500 000 | 500 000 | 496 668 | 496 668 | 471 247 CHF | 476 226 CHF | 99,88% | 99,88% |
18/11/2024 | 0,85% | 94,30 % | 95,10 % | 500 000 | 500 000 | 498 105 | 498 105 | 467 968 CHF | 471 960 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,70 % | 93,50 % | 500 000 | 500 000 | 498 198 | 498 198 | 462 137 CHF | 466 129 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 92,30 % | 93,30 % | 500 000 | 500 000 | 486 738 | 486 738 | 445 514 CHF | 450 430 CHF | 100,00% | 100,00% |
13/11/2024 | 1,06% | 93,60 % | 94,60 % | 500 000 | 500 000 | 500 000 | 499 975 | 470 278 CHF | 475 254 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 94,80 % | 95,60 % | 500 000 | 500 000 | 475 028 | 475 028 | 452 746 CHF | 456 643 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 495 464 | 495 464 | 485 860 CHF | 489 841 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 99,20 % | 100,20 % | 500 000 | 500 000 | 488 592 | 488 592 | 487 386 CHF | 492 318 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 101,10 % | 102,10 % | 500 000 | 500 000 | 498 836 | 498 868 | 503 169 CHF | 508 195 CHF | 97,68% | 97,68% |