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 | 1,07% | 74,30 % | 75,10 % | 500 000 | 500 000 | 497 455 | 497 455 | 372 822 CHF | 376 805 CHF | 97,94% | 97,94% |
19/11/2024 | 1,37% | 74,00 % | 75,00 % | 500 000 | 500 000 | 492 812 | 492 812 | 366 624 CHF | 371 618 CHF | 100,00% | 100,00% |
18/11/2024 | 1,33% | 75,10 % | 76,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 372 529 CHF | 377 529 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 73,70 % | 74,50 % | 500 000 | 500 000 | 499 339 | 499 339 | 372 817 CHF | 376 814 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 74,60 % | 75,40 % | 500 000 | 500 000 | 427 529 | 427 529 | 315 443 CHF | 319 587 CHF | 100,00% | 100,00% |
13/11/2024 | 2,17% | 74,00 % | 75,00 % | 500 000 | 500 000 | 346 854 | 346 854 | 255 201 CHF | 260 195 CHF | 100,00% | 100,00% |
12/11/2024 | 1,60% | 73,10 % | 75,10 % | 250 000 | 250 000 | 447 377 | 447 377 | 335 955 CHF | 340 942 CHF | 100,00% | 100,00% |
11/11/2024 | 1,06% | 77,20 % | 78,00 % | 500 000 | 500 000 | 492 058 | 492 058 | 372 525 CHF | 376 489 CHF | 99,58% | 99,58% |
08/11/2024 | 1,06% | 75,00 % | 75,80 % | 500 000 | 500 000 | 483 374 | 483 374 | 369 345 CHF | 373 270 CHF | 100,00% | 100,00% |
07/11/2024 | 1,31% | 78,40 % | 79,40 % | 500 000 | 500 000 | 499 417 | 499 417 | 379 785 CHF | 384 781 CHF | 99,23% | 99,23% |