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% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 219 CHF | 489 719 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 97,35 % | 97,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 357 CHF | 489 857 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 174 CHF | 490 674 CHF | 99,22% | 99,22% |
15/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 297 CHF | 494 797 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 848 CHF | 497 348 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 382 CHF | 497 882 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 390 CHF | 499 890 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 378 CHF | 500 878 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 746 CHF | 500 246 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 668 CHF | 500 168 CHF | 99,08% | 99,08% |