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 | 0,47% | 73,90 % | 74,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 370 692 CHF | 372 442 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 74,00 % | 74,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 371 347 CHF | 373 124 CHF | 99,37% | 99,37% |
18/11/2024 | 0,53% | 75,80 % | 76,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 256 CHF | 380 256 CHF | 98,94% | 98,94% |
15/11/2024 | 0,53% | 75,10 % | 75,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 866 CHF | 379 866 CHF | 99,36% | 99,36% |
14/11/2024 | 0,53% | 76,25 % | 76,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 379 284 CHF | 381 284 CHF | 99,37% | 99,37% |
13/11/2024 | 0,53% | 75,15 % | 75,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 375 793 CHF | 377 780 CHF | 65,04% | 65,04% |
12/11/2024 | 0,53% | 75,40 % | 75,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 397 CHF | 380 397 CHF | 99,15% | 99,15% |
11/11/2024 | 0,52% | 76,55 % | 76,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 384 267 CHF | 386 267 CHF | 99,38% | 99,38% |
08/11/2024 | 0,52% | 76,60 % | 77,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 383 855 CHF | 385 855 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 77,10 % | 77,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 684 CHF | 388 684 CHF | 98,56% | 98,56% |