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 | 496 170 CHF | 498 670 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 535 CHF | 497 035 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 645 CHF | 498 145 CHF | 98,95% | 98,95% |
15/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 487 CHF | 500 987 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 319 CHF | 500 819 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 634 CHF | 503 134 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 459 CHF | 503 959 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 100,45 % | 100,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 506 CHF | 505 006 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 033 CHF | 505 533 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 699 CHF | 507 199 CHF | 98,56% | 98,56% |