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% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 629 CHF | 496 129 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 772 CHF | 494 272 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 279 CHF | 494 779 CHF | 99,38% | 99,38% |
15/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 915 CHF | 495 415 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 465 CHF | 494 965 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 649 CHF | 495 149 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 773 CHF | 496 273 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 105 CHF | 497 605 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 280 CHF | 496 780 CHF | 99,35% | 99,35% |
07/11/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 657 CHF | 496 157 CHF | 98,80% | 98,80% |