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% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 856 CHF | 493 356 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 97,99 % | 98,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 974 CHF | 491 474 CHF | 89,37% | 89,37% |
18/11/2024 | 0,51% | 98,56 % | 99,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 390 CHF | 494 890 CHF | 99,67% | 99,67% |
15/11/2024 | 0,51% | 98,37 % | 98,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 356 CHF | 495 856 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,43 % | 98,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 573 CHF | 494 073 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 98,21 % | 98,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 156 CHF | 494 656 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 98,38 % | 98,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 295 CHF | 496 795 CHF | 98,73% | 98,73% |
11/11/2024 | 0,50% | 99,57 % | 100,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 872 CHF | 501 372 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,28 % | 99,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 288 CHF | 499 788 CHF | 99,83% | 99,83% |
07/11/2024 | 0,50% | 100,22 % | 100,72 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 500 CHF | 503 000 CHF | 100,00% | 100,00% |