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% | 80,80 % | 81,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 663 CHF | 407 663 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 79,90 % | 80,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 422 CHF | 402 422 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 81,55 % | 81,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 225 CHF | 412 225 CHF | 99,38% | 99,38% |
15/11/2024 | 0,48% | 83,95 % | 84,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 603 CHF | 421 603 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 84,55 % | 84,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 702 CHF | 425 781 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 84,15 % | 84,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 933 CHF | 417 933 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 83,10 % | 83,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 700 CHF | 421 700 CHF | 99,38% | 99,38% |
11/11/2024 | 0,52% | 84,80 % | 85,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 533 CHF | 427 751 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 85,05 % | 85,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 614 CHF | 424 682 CHF | 99,35% | 99,35% |
07/11/2024 | 0,52% | 85,50 % | 85,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 924 CHF | 431 174 CHF | 98,80% | 98,80% |