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% | 66,65 % | 67,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 333 722 CHF | 335 472 CHF | 98,83% | 98,83% |
19/11/2024 | 0,52% | 66,45 % | 66,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 334 437 CHF | 336 187 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 67,95 % | 68,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 338 938 CHF | 340 688 CHF | 99,20% | 99,20% |
15/11/2024 | 0,50% | 68,90 % | 69,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 346 700 CHF | 348 450 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 70,20 % | 70,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 350 040 CHF | 351 790 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 69,55 % | 69,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 349 355 CHF | 351 105 CHF | 98,96% | 98,96% |
12/11/2024 | 0,49% | 70,05 % | 70,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 355 301 CHF | 357 051 CHF | 99,17% | 99,17% |
11/11/2024 | 0,48% | 73,35 % | 73,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 366 967 CHF | 368 717 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 72,30 % | 72,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 358 391 CHF | 360 141 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 72,20 % | 72,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 361 525 CHF | 363 275 CHF | 98,69% | 98,69% |