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% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 673 CHF | 493 173 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 670 CHF | 492 170 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 223 CHF | 493 723 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 233 CHF | 490 733 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 765 CHF | 488 265 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 960 CHF | 485 460 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 809 CHF | 488 309 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 544 CHF | 489 044 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 733 CHF | 490 233 CHF | 99,35% | 99,35% |
07/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 206 CHF | 489 706 CHF | 98,79% | 98,79% |