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% | 98,00 % | 98,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 765 CHF | 493 315 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 97,80 % | 98,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 220 CHF | 490 770 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 98,20 % | 98,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 346 CHF | 491 896 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 97,90 % | 98,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 679 CHF | 491 228 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 98,20 % | 98,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 365 CHF | 491 915 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 872 CHF | 490 372 CHF | 99,80% | 99,80% |
12/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 773 CHF | 492 273 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 253 CHF | 493 753 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 008 CHF | 490 508 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 915 CHF | 494 415 CHF | 100,00% | 100,00% |