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 | 0,51% | 78,65 % | 79,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 114 CHF | 396 114 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 79,45 % | 79,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 340 CHF | 399 340 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 81,05 % | 81,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 274 CHF | 409 274 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 81,30 % | 81,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 594 CHF | 406 594 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 80,15 % | 80,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 717 CHF | 398 717 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 78,40 % | 78,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 390 048 CHF | 392 048 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 77,30 % | 77,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 568 CHF | 391 568 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 80,00 % | 80,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 557 CHF | 401 557 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 79,05 % | 79,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 444 CHF | 404 444 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 84,85 % | 85,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 335 CHF | 425 461 CHF | 98,80% | 98,80% |