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% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 124 CHF | 489 624 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 348 CHF | 487 848 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 749 CHF | 488 249 CHF | 99,19% | 99,19% |
15/11/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 228 CHF | 488 728 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 124 CHF | 489 624 CHF | 99,13% | 99,13% |
13/11/2024 | 0,51% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 868 CHF | 487 368 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 496 CHF | 488 996 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 172 CHF | 491 672 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 106 CHF | 491 606 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 107 CHF | 494 607 CHF | 99,06% | 99,06% |