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% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 679 CHF | 493 179 CHF | 99,37% | 99,37% |
19/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 094 CHF | 492 594 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 250 CHF | 488 750 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 416 CHF | 487 916 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 633 CHF | 491 133 CHF | 99,10% | 99,10% |
13/11/2024 | 1,37% | 97,50 % | 98,00 % | 500 000 | 500 000 | 249 735 | 249 735 | 243 897 CHF | 246 572 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 712 CHF | 496 212 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 651 CHF | 499 151 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 894 CHF | 496 394 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 98,60 % | 99,10 % | 500 000 | 480 000 | 500 000 | 499 968 | 494 002 CHF | 496 470 CHF | 99,23% | 99,23% |