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% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 178 CHF | 500 678 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 956 CHF | 499 456 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 889 CHF | 500 389 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 332 CHF | 500 832 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 693 CHF | 500 193 CHF | 99,37% | 99,37% |
13/11/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 661 CHF | 499 161 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 454 CHF | 500 954 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 393 CHF | 500 893 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 659 CHF | 501 159 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 505 CHF | 501 005 CHF | 98,57% | 98,57% |