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% | 70,45 % | 70,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 354 986 CHF | 356 736 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 71,60 % | 71,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 357 570 CHF | 359 320 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 72,15 % | 72,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 359 474 CHF | 361 224 CHF | 98,90% | 98,90% |
15/11/2024 | 0,48% | 72,35 % | 72,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 363 047 CHF | 364 797 CHF | 99,36% | 99,36% |
14/11/2024 | 0,48% | 73,25 % | 73,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 367 051 CHF | 368 801 CHF | 99,37% | 99,37% |
13/11/2024 | 0,48% | 73,55 % | 73,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 360 951 CHF | 362 701 CHF | 65,04% | 65,04% |
12/11/2024 | 0,47% | 72,65 % | 73,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 369 295 CHF | 371 045 CHF | 99,16% | 99,16% |
11/11/2024 | 0,47% | 74,70 % | 75,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 369 613 CHF | 371 363 CHF | 99,37% | 99,37% |
08/11/2024 | 0,47% | 73,50 % | 73,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 369 537 CHF | 371 287 CHF | 99,37% | 99,37% |
07/11/2024 | 0,53% | 75,05 % | 75,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 477 CHF | 378 477 CHF | 98,56% | 98,56% |