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% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 535 CHF | 493 035 CHF | 99,37% | 99,37% |
19/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 109 CHF | 490 609 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 509 CHF | 491 009 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 362 CHF | 490 862 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 537 CHF | 489 037 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 298 CHF | 486 798 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 180 CHF | 492 680 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 092 CHF | 496 592 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 277 CHF | 495 777 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 305 CHF | 497 805 CHF | 98,56% | 98,56% |