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 | 489 831 CHF | 492 331 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 747 CHF | 490 247 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 953 CHF | 492 453 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 888 CHF | 493 388 CHF | 99,37% | 99,37% |
14/11/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 059 CHF | 493 559 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 616 CHF | 492 116 CHF | 65,05% | 65,05% |
12/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 590 CHF | 495 090 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 941 CHF | 496 441 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 317 CHF | 493 817 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 092 CHF | 494 592 CHF | 98,56% | 98,56% |