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 | 492 813 CHF | 495 313 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 511 CHF | 498 011 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 697 CHF | 500 197 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 075 CHF | 500 575 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 766 CHF | 505 266 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 101,10 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 710 CHF | 507 210 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 568 CHF | 508 068 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 101,15 % | 101,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 761 CHF | 508 261 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 270 CHF | 506 770 CHF | 99,36% | 99,36% |
07/11/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 231 CHF | 506 731 CHF | 98,79% | 98,79% |