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% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 951 CHF | 488 451 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 602 CHF | 486 102 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 142 CHF | 484 642 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 036 CHF | 487 536 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 690 CHF | 492 190 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 784 CHF | 496 284 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 499 945 | 496 089 CHF | 498 534 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 480 CHF | 491 980 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 156 CHF | 489 656 CHF | 99,36% | 99,36% |
07/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 994 CHF | 492 494 CHF | 98,80% | 98,80% |