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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,50% | 80,70 % | 81,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 464 CHF | 404 464 CHF | 99,38% | 99,38% |
20/11/2024 | 0,50% | 78,90 % | 79,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 532 CHF | 402 532 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 79,65 % | 80,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 885 CHF | 398 885 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 80,25 % | 80,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 249 CHF | 402 249 CHF | 99,37% | 99,37% |
15/11/2024 | 0,48% | 81,25 % | 81,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 592 CHF | 414 592 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 84,05 % | 84,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 416 504 CHF | 418 504 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 82,40 % | 82,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 827 CHF | 415 827 CHF | 99,38% | 99,38% |
12/11/2024 | 0,47% | 83,50 % | 83,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 193 CHF | 422 193 CHF | 99,38% | 99,38% |
11/11/2024 | 0,52% | 85,10 % | 85,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 888 CHF | 430 137 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 85,10 % | 85,55 % | 500 000 | 500 000 | 499 939 | 500 000 | 429 578 CHF | 431 880 CHF | 99,35% | 99,35% |