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 | 0,47% | 42,50 % | 42,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 213 314 CHF | 214 314 CHF | 99,38% | 99,38% |
19/11/2024 | 0,47% | 42,50 % | 42,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 212 916 CHF | 213 916 CHF | 99,37% | 99,37% |
18/11/2024 | 0,55% | 45,15 % | 45,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 226 510 CHF | 227 757 CHF | 98,94% | 98,94% |
15/11/2024 | 0,54% | 45,80 % | 46,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 229 967 CHF | 231 217 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 47,40 % | 47,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 241 173 CHF | 242 423 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 49,15 % | 49,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 248 127 CHF | 249 377 CHF | 65,04% | 65,04% |
12/11/2024 | 0,48% | 50,85 % | 51,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 261 389 CHF | 262 639 CHF | 99,16% | 99,16% |
11/11/2024 | 0,48% | 53,20 % | 53,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 260 144 CHF | 261 394 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 50,30 % | 50,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 243 310 CHF | 244 560 CHF | 99,37% | 99,37% |
07/11/2024 | 0,54% | 46,75 % | 47,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 231 329 CHF | 232 579 CHF | 98,57% | 98,57% |