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% | 81,55 % | 81,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 982 CHF | 410 982 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 81,65 % | 82,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 409 670 CHF | 411 670 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 83,55 % | 83,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 104 CHF | 419 104 CHF | 98,94% | 98,94% |
15/11/2024 | 0,48% | 82,80 % | 83,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 416 686 CHF | 418 686 CHF | 99,36% | 99,36% |
14/11/2024 | 0,48% | 84,05 % | 84,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 264 CHF | 420 264 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 82,95 % | 83,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 678 CHF | 416 678 CHF | 65,04% | 65,04% |
12/11/2024 | 0,48% | 83,15 % | 83,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 439 CHF | 419 439 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 84,40 % | 84,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 682 CHF | 425 776 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 84,45 % | 84,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 297 CHF | 425 355 CHF | 99,38% | 99,38% |
07/11/2024 | 0,53% | 85,00 % | 85,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 173 CHF | 428 423 CHF | 98,56% | 98,56% |