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% | 73,45 % | 73,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 368 752 CHF | 370 502 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 73,35 % | 73,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 364 280 CHF | 366 030 CHF | 99,17% | 99,17% |
18/11/2024 | 0,47% | 75,35 % | 75,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 372 159 CHF | 373 928 CHF | 99,22% | 99,22% |
15/11/2024 | 0,52% | 75,35 % | 75,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 380 020 CHF | 382 020 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 76,95 % | 77,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 380 236 CHF | 382 227 CHF | 99,12% | 99,12% |
13/11/2024 | 0,50% | 88,30 % | 88,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 784 CHF | 448 034 CHF | 99,17% | 99,17% |
12/11/2024 | - | 91,80 % | 92,25 % | 500 000 | 500 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
11/11/2024 | 0,48% | 92,35 % | 92,80 % | 500 000 | 500 000 | 499 994 | 500 000 | 463 334 CHF | 465 590 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 92,55 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 335 CHF | 464 592 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 442 CHF | 482 941 CHF | 99,08% | 99,08% |