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% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 332 CHF | 488 832 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 498 CHF | 484 998 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 910 CHF | 485 410 CHF | 99,19% | 99,19% |
15/11/2024 | 0,51% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 738 CHF | 492 238 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 583 CHF | 503 083 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 611 CHF | 502 111 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 894 CHF | 505 394 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 342 CHF | 504 842 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 591 CHF | 502 091 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 642 CHF | 500 142 CHF | 99,08% | 99,08% |