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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 204 CHF | 491 704 CHF | 99,37% | 99,37% |
20/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 134 CHF | 492 634 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 601 CHF | 489 101 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 620 CHF | 491 120 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 680 CHF | 489 180 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 307 CHF | 487 807 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 709 CHF | 487 209 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 036 CHF | 489 536 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 489 CHF | 495 989 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 576 CHF | 495 076 CHF | 99,35% | 99,35% |