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% | 81,20 % | 81,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 570 CHF | 409 570 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 81,85 % | 82,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 362 CHF | 410 362 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 83,10 % | 83,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 416 705 CHF | 418 705 CHF | 98,94% | 98,94% |
15/11/2024 | 0,48% | 83,25 % | 83,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 297 CHF | 423 316 CHF | 99,36% | 99,36% |
14/11/2024 | 0,48% | 85,05 % | 85,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 651 CHF | 422 657 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 83,55 % | 83,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 315 CHF | 417 315 CHF | 65,04% | 65,04% |
12/11/2024 | 0,48% | 82,90 % | 83,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 064 CHF | 417 064 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 84,55 % | 84,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 327 CHF | 425 442 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 84,50 % | 84,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 000 CHF | 422 004 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 85,25 % | 85,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 535 CHF | 428 762 CHF | 98,56% | 98,56% |