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 | 0,46% | 53,70 % | 53,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 269 799 CHF | 271 049 CHF | 99,17% | 99,17% |
19/11/2024 | 0,47% | 53,65 % | 53,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 266 183 CHF | 267 433 CHF | 99,17% | 99,17% |
18/11/2024 | 0,47% | 55,25 % | 55,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 273 324 CHF | 274 610 CHF | 99,22% | 99,22% |
15/11/2024 | 0,53% | 55,95 % | 56,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 282 547 CHF | 284 047 CHF | 99,17% | 99,17% |
14/11/2024 | 0,53% | 57,30 % | 57,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 282 495 CHF | 283 989 CHF | 99,16% | 99,16% |
13/11/2024 | 0,47% | 63,20 % | 63,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 319 668 CHF | 321 168 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 64,35 % | 64,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 325 746 CHF | 327 460 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 66,95 % | 67,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 336 437 CHF | 338 187 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 67,10 % | 67,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 335 163 CHF | 336 913 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 71,40 % | 71,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 358 932 CHF | 360 682 CHF | 99,08% | 99,08% |