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% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 900 CHF | 490 400 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 141 CHF | 489 641 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 332 CHF | 493 832 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 931 CHF | 496 431 CHF | 99,35% | 99,35% |
14/11/2024 | 0,50% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 716 CHF | 497 216 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 534 CHF | 495 034 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 299 CHF | 500 799 CHF | 99,14% | 99,14% |
11/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 357 CHF | 503 857 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 298 CHF | 500 798 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 434 CHF | 498 934 CHF | 98,57% | 98,57% |