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 | 0,51% | 58,25 % | 58,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 295 001 CHF | 296 501 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 59,45 % | 59,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 299 534 CHF | 301 034 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 60,70 % | 61,00 % | 500 000 | 500 000 | 500 000 | 499 888 | 309 031 CHF | 310 504 CHF | 99,19% | 99,19% |
15/11/2024 | 0,49% | 72,45 % | 72,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 406 734 CHF | 408 726 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 84,55 % | 84,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 379 CHF | 410 412 CHF | 99,14% | 99,14% |
13/11/2024 | 0,50% | 80,85 % | 81,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 208 CHF | 437 385 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 243 CHF | 468 493 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 873 CHF | 475 188 CHF | 99,17% | 99,17% |
08/11/2024 | 0,48% | 94,55 % | 95,00 % | 500 000 | 500 000 | 499 882 | 500 000 | 470 110 CHF | 472 490 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 94,40 % | 94,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 489 CHF | 475 875 CHF | 98,41% | 98,41% |