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 | 0,59% | 86,30 % | 86,80 % | 500 000 | 500 000 | 146 332 | 146 332 | 126 532 CHF | 127 264 CHF | 99,64% | 99,64% |
19/11/2024 | 0,59% | 86,90 % | 87,40 % | 500 000 | 500 000 | 146 899 | 146 899 | 128 531 CHF | 129 268 CHF | 99,86% | 99,86% |
18/11/2024 | 0,63% | 87,10 % | 87,60 % | 500 000 | 500 000 | 143 638 | 143 638 | 125 652 CHF | 126 382 CHF | 99,77% | 99,77% |
15/11/2024 | 0,58% | 87,10 % | 87,60 % | 500 000 | 500 000 | 147 240 | 147 240 | 129 001 CHF | 129 738 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 89,00 % | 89,50 % | 500 000 | 500 000 | 145 374 | 145 147 | 129 001 CHF | 129 532 CHF | 98,82% | 98,82% |
13/11/2024 | 0,60% | 86,90 % | 87,40 % | 500 000 | 500 000 | 144 585 | 144 585 | 125 118 CHF | 125 846 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 86,10 % | 86,60 % | 500 000 | 500 000 | 143 615 | 143 615 | 124 963 CHF | 125 689 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 88,70 % | 89,20 % | 500 000 | 500 000 | 142 802 | 142 802 | 128 619 CHF | 129 344 CHF | 99,90% | 99,90% |
08/11/2024 | 0,61% | 91,20 % | 91,70 % | 500 000 | 500 000 | 142 709 | 142 709 | 129 356 CHF | 130 081 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 90,10 % | 90,60 % | 500 000 | 500 000 | 144 565 | 144 565 | 129 213 CHF | 129 941 CHF | 99,76% | 99,76% |