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% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 154 CHF | 493 654 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 695 CHF | 493 195 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 773 CHF | 494 273 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 480 CHF | 491 980 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 577 CHF | 490 077 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 517 CHF | 488 017 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 772 CHF | 490 272 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 134 CHF | 490 634 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 835 CHF | 491 335 CHF | 99,35% | 99,35% |
07/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 117 CHF | 490 617 CHF | 98,77% | 98,77% |