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 | 496 049 CHF | 498 549 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 513 CHF | 499 013 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 491 CHF | 497 991 CHF | 99,20% | 99,20% |
15/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 909 CHF | 500 409 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 334 CHF | 496 834 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 503 CHF | 497 003 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 044 CHF | 497 544 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 212 CHF | 500 712 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 130 CHF | 499 630 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 105 CHF | 503 605 CHF | 99,09% | 99,09% |