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% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 431 CHF | 489 931 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 594 CHF | 490 094 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 013 CHF | 491 513 CHF | 99,22% | 99,22% |
15/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 777 CHF | 492 277 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 499 994 | 489 655 CHF | 492 149 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 499 998 | 488 879 CHF | 491 377 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 692 CHF | 492 192 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 404 CHF | 493 904 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 023 CHF | 493 523 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 771 CHF | 495 271 CHF | 99,08% | 99,08% |