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 | 0,53% | 75,40 % | 75,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 585 CHF | 379 585 CHF | 98,83% | 98,83% |
19/11/2024 | 0,53% | 75,20 % | 75,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 303 CHF | 380 303 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 76,80 % | 77,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 383 488 CHF | 385 488 CHF | 99,14% | 99,14% |
15/11/2024 | 0,50% | 78,90 % | 79,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 398 667 CHF | 400 667 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 81,25 % | 81,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 479 CHF | 406 479 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 79,95 % | 80,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 585 CHF | 404 585 CHF | 98,96% | 98,96% |
12/11/2024 | 0,48% | 80,75 % | 81,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 570 CHF | 414 570 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 85,95 % | 86,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 148 CHF | 433 398 CHF | 99,17% | 99,17% |
08/11/2024 | 0,48% | 84,35 % | 84,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 094 CHF | 419 094 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 84,25 % | 84,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 099 CHF | 424 182 CHF | 98,69% | 98,69% |