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% | 78,65 % | 79,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 936 CHF | 397 936 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 78,95 % | 79,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 548 CHF | 394 548 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 78,25 % | 78,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 390 219 CHF | 392 219 CHF | 99,22% | 99,22% |
15/11/2024 | 0,51% | 78,00 % | 78,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 023 CHF | 394 023 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 78,30 % | 78,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 388 683 CHF | 390 683 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 76,80 % | 77,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 383 716 CHF | 385 716 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 78,05 % | 78,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 879 CHF | 398 879 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 81,25 % | 81,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 740 CHF | 412 740 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 81,55 % | 81,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 248 CHF | 410 248 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 81,90 % | 82,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 409 566 CHF | 411 566 CHF | 99,08% | 99,08% |