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 | 1,16% | 76,90 % | 77,70 % | 500 000 | 500 000 | 454 348 | 454 348 | 346 632 CHF | 350 310 CHF | 97,95% | 97,95% |
19/11/2024 | 1,07% | 75,30 % | 76,10 % | 500 000 | 500 000 | 494 403 | 494 403 | 371 273 CHF | 375 247 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 75,20 % | 76,00 % | 500 000 | 500 000 | 492 458 | 492 458 | 378 179 CHF | 382 145 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 78,70 % | 79,50 % | 500 000 | 500 000 | 492 167 | 492 167 | 393 405 CHF | 397 372 CHF | 100,00% | 100,00% |
14/11/2024 | 0,94% | 84,40 % | 85,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 598 CHF | 428 598 CHF | 100,00% | 100,00% |
13/11/2024 | 0,93% | 86,70 % | 87,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 705 CHF | 431 705 CHF | 100,00% | 100,00% |
12/11/2024 | 0,91% | 85,80 % | 86,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 801 CHF | 440 801 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 89,60 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 516 CHF | 447 516 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 87,20 % | 88,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 061 CHF | 434 061 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 85,00 % | 85,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 409 CHF | 427 409 CHF | 99,24% | 99,24% |