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% | 98,28 % | 98,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 446 CHF | 493 946 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 97,86 % | 98,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 565 CHF | 492 065 CHF | 89,36% | 89,36% |
18/11/2024 | 0,51% | 97,72 % | 98,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 883 CHF | 492 383 CHF | 99,67% | 99,67% |
15/11/2024 | 0,50% | 98,59 % | 99,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 842 CHF | 497 342 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,86 % | 100,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 494 CHF | 501 994 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 99,82 % | 100,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 100 CHF | 502 600 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 100,02 % | 100,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 593 CHF | 503 093 CHF | 98,73% | 98,73% |
11/11/2024 | 0,50% | 100,42 % | 100,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 628 CHF | 506 128 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,78 % | 101,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 805 CHF | 505 305 CHF | 99,84% | 99,84% |
07/11/2024 | 0,50% | 100,56 % | 101,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 728 CHF | 504 228 CHF | 100,00% | 100,00% |