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% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 370 CHF | 488 870 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 146 CHF | 486 646 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 537 CHF | 488 037 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 358 CHF | 489 858 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 097 CHF | 488 597 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 818 CHF | 486 318 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 998 CHF | 490 498 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 97,35 % | 97,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 999 CHF | 490 499 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 004 CHF | 489 504 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 498 CHF | 489 998 CHF | 98,56% | 98,56% |