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% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 493 CHF | 492 993 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 974 CHF | 490 474 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 153 CHF | 493 653 CHF | 99,20% | 99,20% |
15/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 373 CHF | 493 873 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 101 CHF | 491 601 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 240 CHF | 489 740 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 247 CHF | 489 747 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 377 CHF | 496 877 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 434 CHF | 492 934 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 084 CHF | 492 584 CHF | 99,08% | 99,08% |