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 | 0,47% | 72,65 % | 73,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 368 015 CHF | 369 765 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 73,55 % | 73,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 365 584 CHF | 367 334 CHF | 99,38% | 99,38% |
18/11/2024 | 0,47% | 73,35 % | 73,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 369 455 CHF | 371 209 CHF | 99,38% | 99,38% |
15/11/2024 | 0,51% | 74,70 % | 75,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 375 164 CHF | 377 093 CHF | 99,38% | 99,38% |
14/11/2024 | 0,47% | 74,60 % | 74,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 368 638 CHF | 370 388 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 72,30 % | 72,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 359 744 CHF | 361 494 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 72,00 % | 72,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 365 076 CHF | 366 826 CHF | 99,38% | 99,38% |
11/11/2024 | 0,47% | 74,60 % | 74,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 372 782 CHF | 374 547 CHF | 99,37% | 99,37% |
08/11/2024 | 0,47% | 73,85 % | 74,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 370 540 CHF | 372 290 CHF | 99,36% | 99,36% |
07/11/2024 | 0,52% | 75,40 % | 75,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 149 CHF | 379 126 CHF | 98,80% | 98,80% |