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% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 810 CHF | 490 310 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 092 CHF | 486 592 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 455 CHF | 495 955 CHF | 99,20% | 99,20% |
15/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 922 CHF | 502 422 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 654 CHF | 505 154 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 412 CHF | 505 912 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 986 CHF | 506 486 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 100,85 % | 101,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 780 CHF | 507 280 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 506 118 CHF | 508 618 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 101,45 % | 101,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 525 CHF | 510 025 CHF | 99,08% | 99,08% |