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 | 0,49% | 59,80 % | 60,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 303 084 CHF | 304 584 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 60,65 % | 60,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 301 275 CHF | 302 775 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 60,50 % | 60,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 304 630 CHF | 306 130 CHF | 99,38% | 99,38% |
15/11/2024 | 0,48% | 61,60 % | 61,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 309 408 CHF | 310 908 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 61,45 % | 61,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 303 914 CHF | 305 414 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 59,70 % | 60,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 296 641 CHF | 298 141 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 59,40 % | 59,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 301 201 CHF | 302 701 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 61,55 % | 61,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 307 614 CHF | 309 114 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 60,95 % | 61,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 305 932 CHF | 307 432 CHF | 99,35% | 99,35% |
07/11/2024 | 0,48% | 62,30 % | 62,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 311 634 CHF | 313 134 CHF | 98,80% | 98,80% |