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% | 77,65 % | 78,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 906 CHF | 391 906 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 77,60 % | 78,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 385 387 CHF | 387 387 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 79,65 % | 80,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 393 415 CHF | 395 415 CHF | 99,20% | 99,20% |
15/11/2024 | 0,50% | 79,60 % | 80,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 401 412 CHF | 403 412 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 81,20 % | 81,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 401 311 CHF | 403 311 CHF | 98,80% | 98,80% |
13/11/2024 | 0,50% | 89,50 % | 89,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 455 CHF | 453 705 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 90,95 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 217 CHF | 461 467 CHF | 99,17% | 99,17% |
11/11/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 665 CHF | 471 915 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 766 CHF | 471 066 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 969 CHF | 490 469 CHF | 98,75% | 98,75% |