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 | 0,51% | 77,25 % | 77,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 737 CHF | 391 737 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 79,00 % | 79,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 857 CHF | 394 857 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 79,05 % | 79,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 979 CHF | 394 979 CHF | 99,22% | 99,22% |
15/11/2024 | 0,51% | 77,85 % | 78,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 658 CHF | 391 658 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 79,60 % | 80,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 235 CHF | 391 235 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 75,65 % | 76,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 374 340 CHF | 376 220 CHF | 99,17% | 99,17% |
12/11/2024 | 0,53% | 74,65 % | 75,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 275 CHF | 380 273 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 76,70 % | 77,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 903 CHF | 389 903 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 77,55 % | 77,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 391 208 CHF | 393 208 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 78,95 % | 79,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 151 CHF | 401 151 CHF | 99,08% | 99,08% |