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 | 0,50% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 867 CHF | 496 367 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 383 CHF | 495 883 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 701 CHF | 497 201 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 091 CHF | 496 591 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 740 CHF | 498 240 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 477 CHF | 497 977 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 815 CHF | 498 315 CHF | 78,34% | 78,34% |
11/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 051 CHF | 498 551 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 921 CHF | 498 421 CHF | 83,12% | 83,12% |
07/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 860 CHF | 498 360 CHF | 99,90% | 99,90% |