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 | 0,50% | 78,75 % | 79,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 330 CHF | 398 330 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 79,85 % | 80,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 038 CHF | 401 038 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 80,40 % | 80,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 812 CHF | 402 812 CHF | 98,95% | 98,95% |
15/11/2024 | 0,49% | 80,60 % | 81,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 282 CHF | 406 282 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 81,45 % | 81,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 195 CHF | 410 195 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 81,80 % | 82,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 344 CHF | 404 344 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 80,95 % | 81,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 571 CHF | 412 571 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 82,90 % | 83,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 805 CHF | 412 805 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 81,75 % | 82,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 726 CHF | 412 726 CHF | 99,37% | 99,37% |
07/11/2024 | 0,48% | 83,25 % | 83,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 515 CHF | 419 515 CHF | 98,56% | 98,56% |