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% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 763 CHF | 494 263 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 500 CHF | 493 000 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 087 CHF | 490 587 CHF | 99,19% | 99,19% |
15/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 944 CHF | 489 444 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 150 CHF | 492 650 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 638 CHF | 492 138 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 019 CHF | 497 519 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 286 CHF | 499 786 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 326 CHF | 497 826 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 791 CHF | 498 291 CHF | 99,08% | 99,08% |