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 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 902 CHF | 498 402 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 559 CHF | 496 059 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 900 CHF | 497 400 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 761 CHF | 499 261 CHF | 99,34% | 99,34% |
14/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 408 CHF | 497 908 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 994 CHF | 495 494 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 138 CHF | 499 638 CHF | 99,15% | 99,15% |
11/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 068 CHF | 499 568 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 281 CHF | 498 781 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 678 CHF | 499 178 CHF | 98,56% | 98,56% |