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 | 0,48% | 51,65 % | 51,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 259 240 CHF | 260 490 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 51,70 % | 51,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 259 038 CHF | 260 288 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 54,70 % | 54,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 274 501 CHF | 275 875 CHF | 98,90% | 98,90% |
15/11/2024 | 0,54% | 55,40 % | 55,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 278 143 CHF | 279 641 CHF | 99,35% | 99,35% |
14/11/2024 | 0,52% | 57,20 % | 57,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 290 519 CHF | 292 019 CHF | 99,37% | 99,37% |
13/11/2024 | 0,50% | 59,05 % | 59,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 297 922 CHF | 299 422 CHF | 65,05% | 65,05% |
12/11/2024 | 0,48% | 60,90 % | 61,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 312 275 CHF | 313 775 CHF | 99,15% | 99,15% |
11/11/2024 | 0,48% | 63,40 % | 63,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 310 781 CHF | 312 281 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 60,25 % | 60,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 292 212 CHF | 293 712 CHF | 99,37% | 99,37% |
07/11/2024 | 0,54% | 56,25 % | 56,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 278 768 CHF | 280 268 CHF | 98,56% | 98,56% |