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 | 0,53% | 56,55 % | 56,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 284 111 CHF | 285 611 CHF | 99,17% | 99,17% |
19/11/2024 | 0,53% | 56,50 % | 56,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 280 391 CHF | 281 891 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 58,15 % | 58,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 287 662 CHF | 289 162 CHF | 99,22% | 99,22% |
15/11/2024 | 0,50% | 58,85 % | 59,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 297 108 CHF | 298 608 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 60,20 % | 60,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 296 945 CHF | 298 445 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 66,25 % | 66,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 334 827 CHF | 336 577 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 67,40 % | 67,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 341 142 CHF | 342 892 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 70,05 % | 70,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 351 966 CHF | 353 716 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 70,20 % | 70,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 351 145 CHF | 352 895 CHF | 99,08% | 99,08% |
07/11/2024 | 0,50% | 78,10 % | 78,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 034 CHF | 397 034 CHF | 99,08% | 99,08% |