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% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 665 CHF | 498 165 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 499 915 | 497 076 CHF | 499 492 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 297 CHF | 501 797 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 793 CHF | 502 293 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 750 CHF | 505 250 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 415 CHF | 505 915 CHF | 99,10% | 99,10% |
12/11/2024 | 0,49% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 960 CHF | 506 460 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 100,80 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 974 CHF | 506 474 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 173 CHF | 505 673 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 100,75 % | 101,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 338 CHF | 505 838 CHF | 98,80% | 98,80% |