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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,51% | 77,95 % | 78,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 388 632 CHF | 390 632 CHF | 98,80% | 98,80% |
22/11/2024 | 0,51% | 77,85 % | 78,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 388 918 CHF | 390 918 CHF | 99,30% | 99,30% |
20/11/2024 | 0,51% | 77,50 % | 77,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 388 669 CHF | 390 669 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 77,30 % | 77,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 383 223 CHF | 385 223 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 77,25 % | 77,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 384 869 CHF | 386 869 CHF | 98,95% | 98,95% |
15/11/2024 | 0,52% | 77,30 % | 77,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 384 995 CHF | 386 995 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 76,35 % | 76,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 942 CHF | 379 927 CHF | 99,38% | 99,38% |
13/11/2024 | 0,47% | 74,85 % | 75,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 372 977 CHF | 374 747 CHF | 65,04% | 65,04% |
12/11/2024 | 0,53% | 75,10 % | 75,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 448 CHF | 378 448 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 76,80 % | 77,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 388 296 CHF | 390 296 CHF | 99,37% | 99,37% |