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% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 691 CHF | 498 191 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 719 CHF | 496 219 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 518 CHF | 500 018 CHF | 98,95% | 98,95% |
15/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 075 CHF | 500 575 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 518 CHF | 501 018 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 406 CHF | 500 906 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 349 CHF | 503 849 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 100,55 % | 101,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 730 CHF | 505 230 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 421 CHF | 503 921 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 758 CHF | 505 258 CHF | 98,56% | 98,56% |