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 | 0,48% | 70,30 % | 70,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 360 532 CHF | 362 282 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 73,40 % | 73,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 358 118 CHF | 359 878 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 75,80 % | 76,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 379 123 CHF | 381 113 CHF | 99,22% | 99,22% |
15/11/2024 | 0,52% | 76,20 % | 76,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 385 546 CHF | 387 546 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 75,00 % | 75,40 % | 500 000 | 500 000 | 499 972 | 500 000 | 367 448 CHF | 369 244 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 74,05 % | 74,40 % | 500 000 | 500 000 | 499 976 | 500 000 | 373 105 CHF | 374 980 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 76,45 % | 76,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 061 CHF | 394 061 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 87,10 % | 87,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 597 CHF | 439 847 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 84,95 % | 85,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 527 CHF | 433 776 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 90,25 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 683 CHF | 454 933 CHF | 98,43% | 98,43% |