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% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 742 CHF | 491 242 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 680 CHF | 490 180 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 253 CHF | 487 753 CHF | 99,20% | 99,20% |
15/11/2024 | 0,51% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 368 CHF | 486 868 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 326 CHF | 489 826 CHF | 99,13% | 99,13% |
13/11/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 876 CHF | 489 376 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 906 CHF | 494 406 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 492 CHF | 496 992 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 608 CHF | 495 108 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 090 CHF | 495 590 CHF | 99,06% | 99,06% |