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% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 019 CHF | 493 519 CHF | 99,37% | 99,37% |
19/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 312 CHF | 492 812 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 804 CHF | 492 304 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 905 CHF | 493 405 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 268 CHF | 495 768 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 103 CHF | 490 603 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 844 CHF | 491 344 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 810 CHF | 494 310 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 811 CHF | 493 311 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 036 CHF | 500 536 CHF | 99,23% | 99,23% |