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% | 76,65 % | 77,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 157 CHF | 394 157 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 78,35 % | 78,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 388 459 CHF | 390 459 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 78,35 % | 78,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 659 CHF | 396 659 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 80,05 % | 80,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 714 CHF | 405 714 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 79,85 % | 80,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 425 CHF | 394 425 CHF | 99,37% | 99,37% |
13/11/2024 | 0,52% | 76,00 % | 76,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 989 CHF | 378 970 CHF | 99,38% | 99,38% |
12/11/2024 | 0,52% | 75,45 % | 75,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 147 CHF | 388 147 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 79,85 % | 80,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 298 CHF | 401 298 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 78,55 % | 78,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 316 CHF | 397 316 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 81,05 % | 81,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 895 CHF | 407 895 CHF | 98,77% | 98,77% |