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 | 0,51% | 78,00 % | 78,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 391 140 CHF | 393 140 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 78,35 % | 78,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 331 CHF | 395 331 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 79,60 % | 80,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 398 399 CHF | 400 399 CHF | 98,95% | 98,95% |
15/11/2024 | 0,49% | 80,95 % | 81,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 258 CHF | 406 258 CHF | 99,37% | 99,37% |
14/11/2024 | 0,50% | 80,70 % | 81,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 400 852 CHF | 402 852 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 79,40 % | 79,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 398 811 CHF | 400 811 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 80,10 % | 80,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 008 CHF | 406 008 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 81,70 % | 82,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 946 CHF | 412 946 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 81,80 % | 82,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 938 CHF | 410 938 CHF | 99,37% | 99,37% |
07/11/2024 | 0,48% | 82,45 % | 82,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 037 CHF | 416 037 CHF | 98,56% | 98,56% |