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% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 222 CHF | 495 722 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 726 CHF | 493 226 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 145 CHF | 496 645 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 105 CHF | 496 605 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 499 733 | 494 287 CHF | 496 521 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 988 CHF | 496 488 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 964 CHF | 497 464 CHF | 98,78% | 98,78% |
11/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 307 CHF | 497 807 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 298 CHF | 497 798 CHF | 99,58% | 99,58% |
07/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 928 CHF | 498 428 CHF | 99,91% | 99,91% |