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% | 84,45 % | 84,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 634 CHF | 425 733 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 84,60 % | 85,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 337 CHF | 426 461 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 86,55 % | 87,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 014 CHF | 434 264 CHF | 98,95% | 98,95% |
15/11/2024 | 0,52% | 85,80 % | 86,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 578 CHF | 433 828 CHF | 99,35% | 99,35% |
14/11/2024 | 0,52% | 87,05 % | 87,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 267 CHF | 435 517 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 85,90 % | 86,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 448 CHF | 431 698 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 86,15 % | 86,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 383 CHF | 434 633 CHF | 99,07% | 99,07% |
11/11/2024 | 0,51% | 88,15 % | 88,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 635 CHF | 445 885 CHF | 99,38% | 99,38% |
08/11/2024 | 0,51% | 88,20 % | 88,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 881 CHF | 445 131 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 89,20 % | 89,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 923 CHF | 450 173 CHF | 98,56% | 98,56% |