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 | 0,48% | 82,60 % | 83,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 050 CHF | 416 050 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 82,35 % | 82,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 690 CHF | 410 690 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 82,30 % | 82,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 288 CHF | 412 288 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 82,35 % | 82,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 341 CHF | 412 341 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 81,45 % | 81,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 494 CHF | 405 494 CHF | 99,37% | 99,37% |
13/11/2024 | 0,50% | 79,95 % | 80,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 398 410 CHF | 400 410 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 80,25 % | 80,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 187 CHF | 404 187 CHF | 99,14% | 99,14% |
11/11/2024 | 0,48% | 81,90 % | 82,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 774 CHF | 415 774 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 81,30 % | 81,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 859 CHF | 399 859 CHF | 99,30% | 99,30% |
07/11/2024 | 0,48% | 83,15 % | 83,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 835 CHF | 413 835 CHF | 98,56% | 98,56% |