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 | 0,50% | 69,80 % | 70,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 350 472 CHF | 352 222 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 69,70 % | 70,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 346 190 CHF | 347 940 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 71,60 % | 71,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 353 459 CHF | 355 209 CHF | 99,20% | 99,20% |
15/11/2024 | 0,48% | 71,50 % | 71,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 360 706 CHF | 362 456 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 73,05 % | 73,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 360 994 CHF | 362 744 CHF | 99,13% | 99,13% |
13/11/2024 | 0,49% | 79,90 % | 80,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 250 CHF | 407 250 CHF | 99,10% | 99,10% |
12/11/2024 | 0,48% | 81,65 % | 82,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 526 CHF | 415 526 CHF | 99,17% | 99,17% |
11/11/2024 | 0,53% | 84,95 % | 85,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 829 CHF | 429 079 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 85,10 % | 85,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 232 CHF | 427 325 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 90,05 % | 90,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 432 CHF | 454 682 CHF | 99,06% | 99,06% |