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% | 97,34 % | 97,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 350 CHF | 491 850 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 914 CHF | 493 414 CHF | 89,38% | 89,38% |
18/11/2024 | 0,51% | 98,59 % | 99,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 095 CHF | 493 595 CHF | 99,68% | 99,68% |
15/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 868 CHF | 490 368 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,89 % | 99,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 851 CHF | 490 351 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 95,59 % | 96,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 433 CHF | 476 933 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 94,54 % | 95,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 740 CHF | 480 240 CHF | 98,75% | 98,75% |
11/11/2024 | 0,51% | 96,44 % | 96,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 745 CHF | 488 245 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,01 % | 97,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 591 CHF | 491 091 CHF | 99,84% | 99,84% |
07/11/2024 | 0,50% | 98,18 % | 98,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 196 CHF | 496 696 CHF | 100,00% | 100,00% |