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% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 886 CHF | 493 386 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 211 CHF | 492 711 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 355 CHF | 494 855 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 034 CHF | 496 534 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 056 CHF | 499 556 CHF | 99,37% | 99,37% |
13/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 153 CHF | 500 653 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 025 CHF | 500 525 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 911 CHF | 501 411 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 983 CHF | 500 483 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 771 CHF | 501 271 CHF | 98,57% | 98,57% |