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 | 1,34% | 73,60 % | 74,60 % | 500 000 | 500 000 | 497 472 | 497 472 | 369 467 CHF | 374 444 CHF | 98,58% | 98,58% |
19/11/2024 | 1,34% | 73,80 % | 74,80 % | 500 000 | 500 000 | 499 088 | 499 088 | 370 414 CHF | 375 408 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 75,80 % | 76,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 331 CHF | 380 331 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 75,00 % | 75,80 % | 500 000 | 500 000 | 499 339 | 499 339 | 379 284 CHF | 383 281 CHF | 100,00% | 100,00% |
14/11/2024 | 1,32% | 75,90 % | 76,90 % | 500 000 | 500 000 | 499 845 | 499 845 | 375 603 CHF | 380 602 CHF | 100,00% | 100,00% |
13/11/2024 | 1,31% | 75,90 % | 76,90 % | 500 000 | 500 000 | 499 184 | 499 184 | 377 637 CHF | 382 632 CHF | 100,00% | 100,00% |
12/11/2024 | 1,03% | 76,10 % | 76,90 % | 500 000 | 500 000 | 498 070 | 498 070 | 386 140 CHF | 390 132 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 80,60 % | 81,40 % | 500 000 | 500 000 | 492 058 | 492 058 | 388 947 CHF | 392 911 CHF | 99,58% | 99,58% |
08/11/2024 | 1,26% | 79,00 % | 80,00 % | 500 000 | 500 000 | 483 373 | 483 373 | 388 117 CHF | 393 016 CHF | 100,00% | 100,00% |
07/11/2024 | 1,24% | 82,50 % | 83,50 % | 500 000 | 500 000 | 494 942 | 499 417 | 396 677 CHF | 405 236 CHF | 99,23% | 99,23% |