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 | 0,33% | 95,00 % | 95,31 % | 500 000 | 500 000 | 486 857 | 486 724 | 462 645 CHF | 464 025 CHF | 99,15% | 99,15% |
19/11/2024 | 0,33% | 95,00 % | 95,31 % | 500 000 | 500 000 | 486 933 | 486 933 | 463 528 CHF | 465 037 CHF | 99,72% | 99,72% |
18/11/2024 | 0,33% | 95,30 % | 95,61 % | 500 000 | 500 000 | 486 974 | 486 974 | 463 715 CHF | 465 225 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 95,10 % | 95,60 % | 500 000 | 500 000 | 486 970 | 486 970 | 463 112 CHF | 465 547 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 94,80 % | 95,11 % | 500 000 | 500 000 | 486 852 | 486 852 | 460 704 CHF | 462 214 CHF | 99,10% | 99,10% |
13/11/2024 | 0,33% | 95,00 % | 95,31 % | 500 000 | 500 000 | 486 971 | 486 971 | 463 561 CHF | 465 071 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 95,20 % | 95,51 % | 500 000 | 500 000 | 485 259 | 485 259 | 463 490 CHF | 465 002 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 486 970 | 486 970 | 472 699 CHF | 474 208 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 97,30 % | 97,61 % | 500 000 | 500 000 | 486 973 | 486 973 | 477 367 CHF | 478 877 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 99,10 % | 99,41 % | 500 000 | 500 000 | 486 875 | 486 875 | 481 777 CHF | 483 286 CHF | 99,27% | 99,27% |