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 | 0,54% | 46,25 % | 46,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 232 048 CHF | 233 298 CHF | 99,38% | 99,38% |
19/11/2024 | 0,54% | 46,25 % | 46,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 231 704 CHF | 232 954 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 49,15 % | 49,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 246 679 CHF | 247 929 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 49,85 % | 50,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 250 370 CHF | 251 620 CHF | 99,35% | 99,35% |
14/11/2024 | 0,48% | 51,60 % | 51,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 262 496 CHF | 263 746 CHF | 99,38% | 99,38% |
13/11/2024 | 0,46% | 53,45 % | 53,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 269 868 CHF | 271 121 CHF | 65,05% | 65,05% |
12/11/2024 | 0,53% | 55,25 % | 55,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 284 023 CHF | 285 523 CHF | 99,15% | 99,15% |
11/11/2024 | 0,51% | 57,75 % | 58,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 282 601 CHF | 284 056 CHF | 99,37% | 99,37% |
08/11/2024 | 0,47% | 54,65 % | 54,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 264 343 CHF | 265 593 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 50,75 % | 51,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 251 293 CHF | 252 543 CHF | 98,56% | 98,56% |