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 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 910 CHF | 496 410 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 439 CHF | 495 939 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 934 CHF | 496 434 CHF | 99,22% | 99,22% |
15/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 595 CHF | 497 095 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 990 CHF | 497 490 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 008 CHF | 497 508 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 244 CHF | 498 744 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 923 CHF | 499 423 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 994 CHF | 499 494 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 257 CHF | 499 757 CHF | 99,08% | 99,08% |