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% | 98,70 % | 99,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 473 CHF | 495 022 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 98,90 % | 99,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 627 CHF | 495 177 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 98,30 % | 98,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 449 CHF | 492 999 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 98,60 % | 98,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 328 CHF | 497 877 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 045 CHF | 502 595 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 308 CHF | 501 858 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,60 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 363 CHF | 503 913 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 149 CHF | 503 699 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 966 CHF | 502 516 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 100,30 % | 100,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 111 CHF | 501 661 CHF | 99,24% | 99,24% |