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% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 248 CHF | 493 748 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 179 CHF | 493 679 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 546 CHF | 493 046 CHF | 98,93% | 98,93% |
15/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 253 CHF | 490 753 CHF | 99,34% | 99,34% |
14/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 365 CHF | 491 865 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 916 CHF | 491 416 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 217 CHF | 495 717 CHF | 99,14% | 99,14% |
11/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 313 CHF | 496 813 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 692 CHF | 494 192 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 378 CHF | 493 878 CHF | 98,56% | 98,56% |