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 | 0,99% | 84,10 % | 85,80 % | 50 000 | 50 000 | 480 969 | 480 969 | 404 109 CHF | 407 976 CHF | 97,95% | 97,95% |
19/11/2024 | 0,99% | 84,40 % | 86,00 % | 50 000 | 50 000 | 481 385 | 481 385 | 403 933 CHF | 407 802 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 85,40 % | 87,00 % | 50 000 | 50 000 | 481 426 | 481 426 | 408 639 CHF | 412 508 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 84,90 % | 86,60 % | 50 000 | 50 000 | 481 452 | 481 452 | 409 655 CHF | 413 525 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 85,80 % | 87,50 % | 50 000 | 50 000 | 481 385 | 481 385 | 410 187 CHF | 414 057 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 84,50 % | 86,20 % | 50 000 | 50 000 | 481 364 | 481 364 | 407 378 CHF | 411 247 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 85,50 % | 87,20 % | 50 000 | 50 000 | 481 497 | 481 497 | 413 990 CHF | 417 861 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 86,80 % | 88,50 % | 50 000 | 50 000 | 481 451 | 481 451 | 417 865 CHF | 421 736 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 86,00 % | 87,70 % | 50 000 | 50 000 | 481 513 | 481 513 | 414 412 CHF | 418 282 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 86,70 % | 88,40 % | 50 000 | 50 000 | 481 191 | 481 191 | 418 232 CHF | 422 101 CHF | 99,24% | 99,24% |