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% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 628 CHF | 496 128 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 470 CHF | 494 970 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 775 CHF | 496 275 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 766 CHF | 496 266 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 662 CHF | 496 162 CHF | 99,37% | 99,37% |
13/11/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 876 CHF | 495 376 CHF | 65,05% | 65,05% |
12/11/2024 | 0,50% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 539 CHF | 497 039 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 028 CHF | 497 528 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 859 CHF | 496 359 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 224 CHF | 496 724 CHF | 98,56% | 98,56% |