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 | 0,52% | 66,40 % | 66,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 334 361 CHF | 336 111 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 67,25 % | 67,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 334 120 CHF | 335 870 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 68,10 % | 68,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 340 664 CHF | 342 414 CHF | 99,19% | 99,19% |
15/11/2024 | 0,51% | 68,30 % | 68,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 342 654 CHF | 344 404 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 67,95 % | 68,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 337 558 CHF | 339 308 CHF | 99,15% | 99,15% |
13/11/2024 | 0,51% | 67,65 % | 68,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 338 980 CHF | 340 730 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 68,25 % | 68,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 343 686 CHF | 345 436 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 71,55 % | 71,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 358 570 CHF | 360 320 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 70,90 % | 71,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 356 903 CHF | 358 653 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 73,10 % | 73,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 366 308 CHF | 368 058 CHF | 99,08% | 99,08% |