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% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 233 CHF | 499 733 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 511 CHF | 498 011 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 048 CHF | 500 548 CHF | 99,19% | 99,19% |
15/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 430 CHF | 501 930 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 865 CHF | 500 365 CHF | 99,14% | 99,14% |
13/11/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 047 CHF | 499 547 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 529 CHF | 500 029 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 358 CHF | 501 858 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 114 CHF | 501 614 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 588 CHF | 503 088 CHF | 99,08% | 99,08% |