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 | 0,52% | 76,10 % | 76,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 380 906 CHF | 382 906 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 75,90 % | 76,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 598 CHF | 383 598 CHF | 99,05% | 99,05% |
18/11/2024 | 0,52% | 77,55 % | 77,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 072 CHF | 389 072 CHF | 99,20% | 99,20% |
15/11/2024 | 0,50% | 78,85 % | 79,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 731 CHF | 399 731 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 80,80 % | 81,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 271 CHF | 404 271 CHF | 99,13% | 99,13% |
13/11/2024 | 0,50% | 79,90 % | 80,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 592 CHF | 402 592 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 80,30 % | 80,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 312 CHF | 410 312 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 84,30 % | 84,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 965 CHF | 424 037 CHF | 99,17% | 99,17% |
08/11/2024 | 0,48% | 83,15 % | 83,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 662 CHF | 413 662 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 82,85 % | 83,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 304 CHF | 417 304 CHF | 99,06% | 99,06% |