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 | 0,50% | 79,45 % | 79,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 910 CHF | 401 910 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 79,70 % | 80,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 419 CHF | 398 419 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 79,00 % | 79,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 986 CHF | 395 986 CHF | 99,21% | 99,21% |
15/11/2024 | 0,50% | 78,80 % | 79,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 956 CHF | 397 956 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 79,05 % | 79,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 551 CHF | 394 551 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 77,55 % | 77,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 445 CHF | 389 445 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 78,85 % | 79,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 936 CHF | 402 936 CHF | 99,17% | 99,17% |
11/11/2024 | 0,48% | 82,15 % | 82,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 552 CHF | 417 552 CHF | 99,17% | 99,17% |
08/11/2024 | 0,48% | 82,50 % | 82,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 888 CHF | 414 888 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 82,80 % | 83,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 286 CHF | 416 286 CHF | 99,09% | 99,09% |