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% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 908 CHF | 496 408 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 031 CHF | 496 531 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 926 CHF | 497 426 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 607 CHF | 501 107 CHF | 98,95% | 98,95% |
14/11/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 727 CHF | 499 227 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 961 CHF | 498 461 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 305 CHF | 498 805 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 445 CHF | 499 945 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 791 CHF | 499 291 CHF | 99,34% | 99,34% |
07/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 901 CHF | 499 401 CHF | 98,80% | 98,80% |