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 | 0,52% | 67,05 % | 67,40 % | 500 000 | 500 000 | 499 885 | 500 000 | 336 626 CHF | 338 454 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 67,70 % | 68,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 336 317 CHF | 338 067 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 68,50 % | 68,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 342 732 CHF | 344 482 CHF | 99,21% | 99,21% |
15/11/2024 | 0,51% | 68,70 % | 69,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 344 784 CHF | 346 534 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 68,40 % | 68,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 339 823 CHF | 341 573 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 68,15 % | 68,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 341 288 CHF | 343 038 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 68,70 % | 69,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 345 925 CHF | 347 675 CHF | 99,17% | 99,17% |
11/11/2024 | 0,48% | 71,90 % | 72,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 360 430 CHF | 362 180 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 71,30 % | 71,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 358 861 CHF | 360 611 CHF | 99,17% | 99,17% |
07/11/2024 | 0,47% | 73,45 % | 73,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 368 095 CHF | 369 845 CHF | 98,43% | 98,43% |