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% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 067 CHF | 495 567 CHF | 99,37% | 99,37% |
19/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 498 CHF | 494 998 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 393 CHF | 494 893 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 669 CHF | 495 169 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 694 CHF | 497 194 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 839 CHF | 493 339 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 007 CHF | 493 507 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 458 CHF | 495 958 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 358 CHF | 494 858 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 078 CHF | 500 578 CHF | 99,24% | 99,24% |