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 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 012 CHF | 496 512 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 359 CHF | 494 859 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 722 CHF | 495 222 CHF | 99,22% | 99,22% |
15/11/2024 | 0,50% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 593 CHF | 497 093 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 818 CHF | 501 318 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 611 CHF | 501 111 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 435 CHF | 501 935 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 381 CHF | 501 881 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 234 CHF | 500 734 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 397 CHF | 499 897 CHF | 98,43% | 98,43% |