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% | 64,65 % | 64,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 324 150 CHF | 325 754 CHF | 99,37% | 99,37% |
19/11/2024 | 0,49% | 64,80 % | 65,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 324 463 CHF | 326 052 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 68,15 % | 68,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 341 884 CHF | 343 634 CHF | 98,93% | 98,93% |
15/11/2024 | 0,50% | 68,95 % | 69,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 345 973 CHF | 347 723 CHF | 99,34% | 99,34% |
14/11/2024 | 0,49% | 70,95 % | 71,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 359 665 CHF | 361 415 CHF | 99,38% | 99,38% |
13/11/2024 | 0,47% | 73,00 % | 73,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 367 786 CHF | 369 536 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 74,95 % | 75,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 382 798 CHF | 384 798 CHF | 99,14% | 99,14% |
11/11/2024 | 0,51% | 77,55 % | 77,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 232 CHF | 383 186 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 74,25 % | 74,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 361 509 CHF | 363 259 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 69,90 % | 70,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 346 693 CHF | 348 443 CHF | 98,56% | 98,56% |