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 | 0,53% | 75,55 % | 75,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 379 530 CHF | 381 530 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 75,50 % | 75,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 374 791 CHF | 376 688 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 77,65 % | 78,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 383 515 CHF | 385 515 CHF | 99,20% | 99,20% |
15/11/2024 | 0,51% | 77,75 % | 78,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 392 444 CHF | 394 444 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 79,40 % | 79,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 391 831 CHF | 393 829 CHF | 98,80% | 98,80% |
13/11/2024 | 0,49% | 91,25 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 055 CHF | 462 305 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 92,45 % | 92,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 294 CHF | 468 544 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 231 CHF | 477 730 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 397 CHF | 476 740 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 265 CHF | 492 765 CHF | 98,75% | 98,75% |