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% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 217 CHF | 493 717 CHF | 99,37% | 99,37% |
19/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 525 CHF | 492 025 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 968 CHF | 492 468 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 654 CHF | 492 154 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 366 CHF | 489 866 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 488 CHF | 487 988 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 444 CHF | 489 944 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 146 CHF | 493 646 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 522 CHF | 487 022 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 842 CHF | 491 342 CHF | 98,56% | 98,56% |