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 | 0,47% | 62,75 % | 63,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 315 341 CHF | 316 841 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 62,70 % | 63,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 311 119 CHF | 312 619 CHF | 99,17% | 99,17% |
18/11/2024 | 0,47% | 64,60 % | 64,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 319 396 CHF | 320 905 CHF | 99,20% | 99,20% |
15/11/2024 | 0,53% | 65,35 % | 65,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 330 050 CHF | 331 800 CHF | 99,17% | 99,17% |
14/11/2024 | 0,53% | 66,90 % | 67,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 329 832 CHF | 331 570 CHF | 98,82% | 98,82% |
13/11/2024 | 0,51% | 73,80 % | 74,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 372 934 CHF | 374 827 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 75,05 % | 75,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 380 204 CHF | 382 204 CHF | 99,12% | 99,12% |
11/11/2024 | 0,48% | 81,95 % | 82,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 807 CHF | 416 807 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 82,75 % | 83,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 882 CHF | 413 935 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 92,75 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 408 CHF | 468 658 CHF | 98,76% | 98,76% |