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% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 937 CHF | 492 437 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 121 CHF | 492 621 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 400 CHF | 493 900 CHF | 99,22% | 99,22% |
15/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 137 CHF | 494 637 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 007 CHF | 494 507 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 255 CHF | 493 755 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 976 CHF | 494 476 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 469 CHF | 495 969 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 148 CHF | 495 648 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 711 CHF | 497 211 CHF | 99,08% | 99,08% |