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% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 607 CHF | 495 107 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 318 CHF | 494 818 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 730 CHF | 495 230 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 468 CHF | 492 968 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 917 CHF | 491 417 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 565 CHF | 490 065 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 349 CHF | 491 849 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 880 CHF | 492 380 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 849 CHF | 493 349 CHF | 99,35% | 99,35% |
07/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 424 CHF | 492 924 CHF | 98,77% | 98,77% |