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% | 68,40 % | 68,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 346 714 CHF | 348 464 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 69,35 % | 69,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 344 581 CHF | 346 331 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 69,20 % | 69,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 348 407 CHF | 350 157 CHF | 99,38% | 99,38% |
15/11/2024 | 0,49% | 70,45 % | 70,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 353 827 CHF | 355 577 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 70,30 % | 70,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 347 555 CHF | 349 305 CHF | 99,37% | 99,37% |
13/11/2024 | 0,51% | 68,25 % | 68,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 339 229 CHF | 340 979 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 67,90 % | 68,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 344 310 CHF | 346 060 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 70,35 % | 70,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 351 613 CHF | 353 363 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 69,65 % | 70,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 349 603 CHF | 351 353 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 71,20 % | 71,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 356 203 CHF | 357 953 CHF | 98,80% | 98,80% |