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 | 0,94% | 84,60 % | 85,40 % | 500 000 | 500 000 | 497 456 | 497 456 | 423 666 CHF | 427 648 CHF | 97,94% | 97,94% |
19/11/2024 | 1,18% | 84,30 % | 85,30 % | 500 000 | 500 000 | 499 088 | 499 088 | 422 615 CHF | 427 609 CHF | 100,00% | 100,00% |
18/11/2024 | 1,17% | 85,50 % | 86,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 776 CHF | 429 776 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 84,30 % | 85,10 % | 500 000 | 500 000 | 499 339 | 499 339 | 425 985 CHF | 429 983 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 85,10 % | 85,90 % | 500 000 | 500 000 | 499 845 | 499 845 | 421 696 CHF | 425 696 CHF | 100,00% | 100,00% |
13/11/2024 | 0,95% | 84,60 % | 85,40 % | 500 000 | 500 000 | 499 184 | 499 184 | 421 008 CHF | 425 004 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 84,10 % | 84,90 % | 500 000 | 500 000 | 498 068 | 498 068 | 425 312 CHF | 429 305 CHF | 100,00% | 100,00% |
11/11/2024 | 1,17% | 87,30 % | 88,30 % | 500 000 | 500 000 | 492 058 | 492 058 | 422 712 CHF | 427 664 CHF | 99,58% | 99,58% |
08/11/2024 | 1,17% | 85,30 % | 86,30 % | 500 000 | 500 000 | 483 374 | 483 374 | 418 691 CHF | 423 591 CHF | 100,00% | 100,00% |
07/11/2024 | 0,92% | 88,90 % | 89,70 % | 500 000 | 500 000 | 499 417 | 499 417 | 432 587 CHF | 436 585 CHF | 99,23% | 99,23% |