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% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 537 CHF | 496 037 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 987 CHF | 497 487 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 041 CHF | 498 541 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 838 CHF | 497 338 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 517 CHF | 497 017 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 305 CHF | 494 805 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 316 CHF | 494 816 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 411 CHF | 495 911 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 853 CHF | 494 353 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 836 CHF | 497 336 CHF | 98,77% | 98,77% |