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% | 81,65 % | 82,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 954 CHF | 415 954 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 83,20 % | 83,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 693 CHF | 413 693 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 84,10 % | 84,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 361 CHF | 426 452 CHF | 99,21% | 99,21% |
15/11/2024 | 0,52% | 86,55 % | 87,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 763 CHF | 437 013 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 87,05 % | 87,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 785 CHF | 427 945 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 83,75 % | 84,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 960 CHF | 423 001 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 83,75 % | 84,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 193 CHF | 428 402 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 87,90 % | 88,35 % | 500 000 | 500 000 | 500 000 | 499 994 | 445 825 CHF | 448 070 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 88,45 % | 88,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 840 CHF | 449 090 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 92,90 % | 93,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 880 CHF | 470 130 CHF | 99,08% | 99,08% |