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% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 597 CHF | 499 097 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 661 CHF | 496 161 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 477 CHF | 497 977 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 945 CHF | 497 445 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 990 CHF | 497 490 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 957 CHF | 496 457 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 192 CHF | 499 692 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 166 CHF | 500 666 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 866 CHF | 498 366 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 091 CHF | 501 591 CHF | 98,80% | 98,80% |