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 | 1,18% | 94,00 % | 95,00 % | 50 000 | 50 000 | 435 383 | 435 383 | 406 986 CHF | 411 392 CHF | 97,95% | 97,95% |
19/11/2024 | 1,09% | 93,00 % | 94,00 % | 50 000 | 50 000 | 475 828 | 475 828 | 437 508 CHF | 442 291 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 91,30 % | 92,10 % | 50 000 | 50 000 | 473 890 | 473 890 | 435 720 CHF | 439 545 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,90 % | 93,70 % | 50 000 | 50 000 | 473 473 | 473 473 | 444 187 CHF | 448 009 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 96,10 % | 97,10 % | 50 000 | 50 000 | 481 385 | 481 385 | 463 452 CHF | 468 266 CHF | 100,00% | 100,00% |
13/11/2024 | 1,04% | 96,60 % | 97,60 % | 50 000 | 50 000 | 481 498 | 481 498 | 461 860 CHF | 466 675 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,90 % | 96,70 % | 50 000 | 50 000 | 481 452 | 481 452 | 463 089 CHF | 466 941 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,80 % | 98,60 % | 50 000 | 50 000 | 481 359 | 481 359 | 468 010 CHF | 471 861 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 95,60 % | 96,60 % | 50 000 | 50 000 | 481 497 | 481 497 | 458 004 CHF | 462 819 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 95,00 % | 96,00 % | 50 000 | 50 000 | 481 320 | 481 320 | 458 224 CHF | 463 038 CHF | 99,23% | 99,23% |