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% | 41,85 % | 42,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 210 077 CHF | 211 077 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 41,85 % | 42,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 209 615 CHF | 210 615 CHF | 99,38% | 99,38% |
18/11/2024 | 0,47% | 44,60 % | 44,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 223 833 CHF | 224 887 CHF | 98,94% | 98,94% |
15/11/2024 | 0,54% | 45,25 % | 45,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 227 330 CHF | 228 559 CHF | 99,35% | 99,35% |
14/11/2024 | 0,52% | 46,95 % | 47,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 238 937 CHF | 240 187 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 48,70 % | 48,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 246 164 CHF | 247 414 CHF | 65,05% | 65,05% |
12/11/2024 | 0,48% | 50,50 % | 50,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 259 960 CHF | 261 210 CHF | 99,15% | 99,15% |
11/11/2024 | 0,48% | 52,90 % | 53,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 258 650 CHF | 259 900 CHF | 99,38% | 99,38% |
08/11/2024 | 0,52% | 49,95 % | 50,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 241 209 CHF | 242 459 CHF | 99,37% | 99,37% |
07/11/2024 | 0,54% | 46,25 % | 46,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 228 767 CHF | 230 017 CHF | 98,56% | 98,56% |