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% | 97,61 % | 98,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 308 CHF | 492 808 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 359 CHF | 490 859 CHF | 89,37% | 89,37% |
18/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 051 CHF | 493 551 CHF | 99,68% | 99,68% |
15/11/2024 | 0,51% | 98,38 % | 98,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 089 CHF | 495 589 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 98,77 % | 99,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 945 CHF | 495 445 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 97,82 % | 98,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 789 CHF | 491 289 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 97,38 % | 97,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 244 CHF | 492 744 CHF | 98,74% | 98,74% |
11/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 726 CHF | 496 226 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 98,21 % | 98,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 341 CHF | 495 841 CHF | 99,83% | 99,83% |
07/11/2024 | 0,50% | 99,43 % | 99,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 572 CHF | 500 072 CHF | 100,00% | 100,00% |