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 | 0,47% | 52,75 % | 53,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 265 411 CHF | 266 661 CHF | 99,38% | 99,38% |
19/11/2024 | 0,47% | 52,55 % | 52,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 262 889 CHF | 264 139 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 52,05 % | 52,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 259 057 CHF | 260 307 CHF | 98,89% | 98,89% |
15/11/2024 | 0,48% | 52,30 % | 52,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 261 090 CHF | 262 340 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 51,15 % | 51,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 249 845 CHF | 251 095 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 48,10 % | 48,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 242 302 CHF | 243 552 CHF | 99,38% | 99,38% |
12/11/2024 | 0,53% | 45,30 % | 45,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 226 106 CHF | 227 318 CHF | 99,38% | 99,38% |
11/11/2024 | 0,53% | 46,25 % | 46,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 234 646 CHF | 235 896 CHF | 99,37% | 99,37% |
08/11/2024 | 0,53% | 46,75 % | 47,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 237 372 CHF | 238 622 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 49,80 % | 50,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 250 997 CHF | 252 247 CHF | 98,77% | 98,77% |