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% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 966 CHF | 495 466 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 019 CHF | 494 519 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 439 CHF | 495 939 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 812 CHF | 495 312 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 680 CHF | 496 180 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 426 CHF | 495 926 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 616 CHF | 497 116 CHF | 97,91% | 97,91% |
11/11/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 499 986 | 499 907 | 494 423 CHF | 496 844 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 788 CHF | 497 288 CHF | 97,26% | 97,26% |
07/11/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 774 CHF | 496 274 CHF | 40,72% | 40,72% |