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 | 0,40% | 99,70 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 500 CHF | 500 500 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 99,70 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 500 CHF | 500 500 CHF | 99,86% | 99,86% |
18/11/2024 | 0,40% | 99,80 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 533 CHF | 500 533 CHF | 99,93% | 99,93% |
15/11/2024 | 0,40% | 99,70 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 500 CHF | 500 500 CHF | 99,38% | 99,38% |
14/11/2024 | 0,40% | 99,80 % | 100,20 % | 500 000 | 500 000 | 499 427 | 499 427 | 498 129 CHF | 500 128 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 99,70 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 561 CHF | 500 561 CHF | 99,89% | 99,89% |
12/11/2024 | 0,40% | 99,80 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 000 CHF | 501 000 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 99,80 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 999 CHF | 500 999 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 99,80 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 986 CHF | 500 986 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 99,80 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 991 CHF | 500 991 CHF | 99,76% | 99,76% |