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 | 0,48% | 82,00 % | 82,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 419 CHF | 413 419 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 82,15 % | 82,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 119 CHF | 414 119 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 84,05 % | 84,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 659 CHF | 421 659 CHF | 98,95% | 98,95% |
15/11/2024 | 0,48% | 83,35 % | 83,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 248 CHF | 421 248 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 84,60 % | 85,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 825 CHF | 422 881 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 83,45 % | 83,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 271 CHF | 419 271 CHF | 65,04% | 65,04% |
12/11/2024 | 0,47% | 83,70 % | 84,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 083 CHF | 422 083 CHF | 99,16% | 99,16% |
11/11/2024 | 0,53% | 84,95 % | 85,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 297 CHF | 428 547 CHF | 99,38% | 99,38% |
08/11/2024 | 0,53% | 84,95 % | 85,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 884 CHF | 428 134 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 85,55 % | 86,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 926 CHF | 431 176 CHF | 98,56% | 98,56% |