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 | 0,52% | 76,45 % | 76,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 028 CHF | 383 028 CHF | 99,38% | 99,38% |
19/11/2024 | 0,53% | 75,80 % | 76,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 452 CHF | 379 452 CHF | 99,37% | 99,37% |
18/11/2024 | 0,53% | 76,10 % | 76,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 379 398 CHF | 381 398 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 76,55 % | 76,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 688 CHF | 389 688 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 77,80 % | 78,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 826 CHF | 389 826 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 78,80 % | 79,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 695 CHF | 397 695 CHF | 65,05% | 65,05% |
12/11/2024 | 0,50% | 80,05 % | 80,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 401 791 CHF | 403 791 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 81,30 % | 81,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 409 246 CHF | 411 246 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 81,70 % | 82,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 729 CHF | 414 729 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 84,05 % | 84,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 208 CHF | 428 352 CHF | 98,56% | 98,56% |