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% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 585 CHF | 499 085 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 098 CHF | 497 598 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 781 CHF | 500 281 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 003 CHF | 501 503 CHF | 99,35% | 99,35% |
14/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 469 CHF | 501 969 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 416 CHF | 501 916 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 056 CHF | 504 556 CHF | 99,14% | 99,14% |
11/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 253 CHF | 505 753 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 070 CHF | 504 570 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 265 CHF | 505 765 CHF | 98,56% | 98,56% |