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 | 498 154 CHF | 500 654 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 547 CHF | 499 047 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 677 CHF | 500 227 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 903 CHF | 500 452 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 886 CHF | 501 386 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 326 CHF | 498 826 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 99,20 % | 99,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 555 CHF | 499 105 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 571 CHF | 501 121 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 99,60 % | 100,10 % | 500 000 | 500 000 | 487 171 | 487 171 | 485 925 CHF | 488 425 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 721 CHF | 502 221 CHF | 99,24% | 99,24% |