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% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 751 CHF | 488 251 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 892 CHF | 488 392 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 396 CHF | 491 896 CHF | 99,38% | 99,38% |
15/11/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 802 CHF | 494 302 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 626 CHF | 495 126 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 327 CHF | 494 827 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 731 CHF | 496 231 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 024 CHF | 497 524 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 168 CHF | 496 668 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 697 CHF | 497 197 CHF | 98,80% | 98,80% |