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% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 226 CHF | 495 726 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 094 CHF | 497 594 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 800 CHF | 498 300 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 748 CHF | 497 248 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 156 CHF | 496 656 CHF | 99,37% | 99,37% |
13/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 469 CHF | 493 969 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 155 CHF | 493 655 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 343 CHF | 494 843 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 929 CHF | 493 429 CHF | 99,35% | 99,35% |
07/11/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 641 CHF | 496 141 CHF | 98,77% | 98,77% |