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% | 65,80 % | 66,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 332 088 CHF | 333 838 CHF | 99,38% | 99,38% |
19/11/2024 | 0,53% | 66,25 % | 66,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 331 889 CHF | 333 639 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 67,10 % | 67,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 335 737 CHF | 337 487 CHF | 99,37% | 99,37% |
15/11/2024 | 0,53% | 66,60 % | 66,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 329 089 CHF | 330 831 CHF | 99,38% | 99,38% |
14/11/2024 | 0,53% | 65,60 % | 65,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 327 846 CHF | 329 592 CHF | 99,37% | 99,37% |
13/11/2024 | 0,52% | 65,55 % | 65,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 324 701 CHF | 326 388 CHF | 99,38% | 99,38% |
12/11/2024 | 0,47% | 64,60 % | 64,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 322 330 CHF | 323 835 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 65,10 % | 65,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 322 572 CHF | 324 111 CHF | 99,37% | 99,37% |
08/11/2024 | 0,47% | 64,15 % | 64,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 317 907 CHF | 319 407 CHF | 99,36% | 99,36% |
07/11/2024 | 0,47% | 63,00 % | 63,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 317 937 CHF | 319 437 CHF | 98,80% | 98,80% |