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 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 197 CHF | 496 697 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 247 CHF | 493 747 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 574 CHF | 496 074 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 220 CHF | 496 720 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 568 CHF | 498 068 CHF | 99,37% | 99,37% |
13/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 800 CHF | 498 300 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 033 CHF | 499 533 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 549 CHF | 501 049 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 976 CHF | 501 476 CHF | 99,36% | 99,36% |
07/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 762 CHF | 501 262 CHF | 98,80% | 98,80% |