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 | 0,49% | 81,30 % | 81,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 409 477 CHF | 411 477 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 82,55 % | 82,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 409 150 CHF | 411 150 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 83,60 % | 84,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 220 CHF | 421 234 CHF | 99,22% | 99,22% |
15/11/2024 | 0,48% | 84,30 % | 84,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 132 CHF | 425 175 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 83,80 % | 84,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 805 CHF | 417 805 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 83,25 % | 83,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 596 CHF | 419 596 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 84,25 % | 84,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 101 CHF | 427 270 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 88,65 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 894 CHF | 446 144 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 87,45 % | 87,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 993 CHF | 443 243 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 90,40 % | 90,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 824 CHF | 455 074 CHF | 99,08% | 99,08% |