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 | 496 586 CHF | 499 086 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 588 CHF | 499 088 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 735 CHF | 500 235 CHF | 99,20% | 99,20% |
15/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 537 CHF | 500 037 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 712 CHF | 496 212 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 018 CHF | 495 518 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 501 CHF | 496 001 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 025 CHF | 499 525 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 118 CHF | 497 618 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 414 CHF | 500 914 CHF | 99,09% | 99,09% |