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% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 883 CHF | 500 383 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 454 CHF | 498 954 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 511 CHF | 500 011 CHF | 99,38% | 99,38% |
15/11/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 515 CHF | 499 015 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 961 CHF | 498 461 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 533 CHF | 498 033 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 189 CHF | 499 689 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 060 CHF | 502 560 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 737 CHF | 502 237 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 240 CHF | 501 740 CHF | 98,80% | 98,80% |