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 | 0,50% | 80,05 % | 80,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 401 008 CHF | 403 008 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 80,95 % | 81,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 774 CHF | 406 774 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 82,75 % | 83,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 987 CHF | 417 987 CHF | 99,37% | 99,37% |
15/11/2024 | 0,48% | 83,05 % | 83,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 061 CHF | 415 061 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 81,75 % | 82,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 066 CHF | 406 066 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 79,75 % | 80,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 399 CHF | 398 399 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 78,50 % | 78,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 845 CHF | 397 845 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 81,55 % | 81,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 162 CHF | 409 162 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 80,45 % | 80,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 247 CHF | 412 247 CHF | 99,34% | 99,34% |
07/11/2024 | 0,52% | 87,20 % | 87,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 702 CHF | 436 952 CHF | 98,80% | 98,80% |