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% | 84,00 % | 84,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 380 CHF | 423 380 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 84,10 % | 84,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 034 CHF | 424 069 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 86,00 % | 86,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 262 CHF | 431 512 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 85,25 % | 85,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 855 CHF | 431 105 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 86,50 % | 86,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 439 CHF | 432 689 CHF | 99,37% | 99,37% |
13/11/2024 | 0,53% | 85,40 % | 85,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 918 CHF | 429 168 CHF | 65,05% | 65,05% |
12/11/2024 | 0,52% | 85,60 % | 86,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 662 CHF | 431 912 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 86,85 % | 87,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 858 CHF | 438 108 CHF | 99,38% | 99,38% |
08/11/2024 | 0,52% | 86,90 % | 87,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 492 CHF | 437 742 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 87,45 % | 87,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 371 CHF | 440 621 CHF | 98,56% | 98,56% |