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% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 245 CHF | 488 745 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 891 CHF | 487 391 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 306 CHF | 488 806 CHF | 98,93% | 98,93% |
15/11/2024 | 0,51% | 96,25 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 157 CHF | 487 657 CHF | 99,35% | 99,35% |
14/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 209 CHF | 496 709 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 913 CHF | 495 413 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 451 CHF | 495 951 CHF | 99,14% | 99,14% |
11/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 283 CHF | 497 783 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 917 CHF | 496 417 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 438 CHF | 493 938 CHF | 98,57% | 98,57% |