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 | 0,31% | 97,40 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 877 CHF | 490 377 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 97,20 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 476 CHF | 487 976 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 97,40 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 587 CHF | 488 087 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 97,70 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 356 CHF | 490 856 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 97,90 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 896 CHF | 489 396 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 97,00 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 188 CHF | 487 688 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 97,70 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 215 CHF | 492 715 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 97,90 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 060 CHF | 492 560 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 97,70 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 245 CHF | 489 745 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 97,90 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 428 CHF | 490 928 CHF | 99,23% | 99,23% |