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 | 0,48% | 72,20 % | 72,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 361 869 CHF | 363 619 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 73,10 % | 73,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 365 428 CHF | 367 178 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 74,70 % | 75,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 375 331 CHF | 377 252 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 74,90 % | 75,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 372 648 CHF | 374 486 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 73,75 % | 74,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 364 640 CHF | 366 390 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 72,00 % | 72,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 357 888 CHF | 359 638 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 70,85 % | 71,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 357 436 CHF | 359 186 CHF | 99,38% | 99,38% |
11/11/2024 | 0,47% | 73,60 % | 73,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 367 643 CHF | 369 393 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 72,65 % | 73,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 370 382 CHF | 372 169 CHF | 99,35% | 99,35% |
07/11/2024 | 0,51% | 78,95 % | 79,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 406 CHF | 395 406 CHF | 98,80% | 98,80% |