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% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 101 CHF | 495 601 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 623 CHF | 495 123 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 434 CHF | 496 934 CHF | 99,38% | 99,38% |
15/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 957 CHF | 494 457 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 939 CHF | 493 439 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 941 CHF | 492 441 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 424 CHF | 491 924 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 435 CHF | 491 935 CHF | 99,38% | 99,38% |
08/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 911 CHF | 488 411 CHF | 99,35% | 99,35% |
07/11/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 188 CHF | 492 688 CHF | 98,80% | 98,80% |