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% | 75,90 % | 76,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 380 710 CHF | 382 710 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 76,00 % | 76,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 381 CHF | 383 381 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 77,85 % | 78,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 388 542 CHF | 390 542 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 77,15 % | 77,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 388 131 CHF | 390 131 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 78,30 % | 78,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 600 CHF | 391 600 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 77,20 % | 77,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 069 CHF | 388 069 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 77,45 % | 77,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 388 728 CHF | 390 728 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 78,60 % | 79,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 722 CHF | 396 722 CHF | 99,38% | 99,38% |
08/11/2024 | 0,51% | 78,65 % | 79,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 314 CHF | 396 314 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 79,20 % | 79,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 222 CHF | 399 222 CHF | 98,56% | 98,56% |