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% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 755 CHF | 494 255 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 697 CHF | 495 197 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 317 CHF | 494 817 CHF | 99,19% | 99,19% |
15/11/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 923 CHF | 492 423 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 549 CHF | 493 049 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 97,05 % | 97,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 922 CHF | 488 422 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 586 CHF | 490 086 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 752 CHF | 498 252 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 330 CHF | 500 830 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 480 CHF | 499 980 CHF | 98,43% | 98,43% |