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% | 77,40 % | 77,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 556 CHF | 391 556 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 76,00 % | 76,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 661 CHF | 383 661 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 78,35 % | 78,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 378 CHF | 397 378 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 81,75 % | 82,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 693 CHF | 410 693 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 82,60 % | 83,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 367 CHF | 416 367 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 82,05 % | 82,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 226 CHF | 405 226 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 80,50 % | 80,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 592 CHF | 410 592 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 82,90 % | 83,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 416 744 CHF | 418 744 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 83,25 % | 83,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 233 CHF | 414 233 CHF | 99,35% | 99,35% |
07/11/2024 | 0,47% | 83,75 % | 84,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 708 CHF | 422 708 CHF | 98,80% | 98,80% |