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% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 898 CHF | 494 398 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 323 CHF | 495 823 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 214 CHF | 494 714 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 266 CHF | 492 766 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 806 CHF | 493 306 CHF | 99,37% | 99,37% |
13/11/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 397 CHF | 492 897 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 312 CHF | 496 812 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 485 CHF | 500 985 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 445 CHF | 500 945 CHF | 99,36% | 99,36% |
07/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 005 CHF | 501 505 CHF | 63,05% | 63,05% |