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% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 366 CHF | 487 866 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 97,35 % | 97,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 843 CHF | 488 343 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 749 CHF | 493 249 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 476 CHF | 495 976 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 676 CHF | 497 176 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 993 CHF | 496 493 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 931 CHF | 498 431 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 258 CHF | 499 758 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 396 CHF | 498 896 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 981 CHF | 499 481 CHF | 98,80% | 98,80% |