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% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 544 CHF | 501 044 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 298 CHF | 500 798 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 520 CHF | 501 020 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 348 CHF | 500 848 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 064 CHF | 500 564 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 169 CHF | 500 669 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 442 CHF | 500 942 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 988 CHF | 501 488 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 731 CHF | 501 231 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 718 CHF | 501 218 CHF | 98,80% | 98,80% |