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% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 591 CHF | 502 091 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 350 CHF | 499 850 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 130 CHF | 501 630 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 291 CHF | 502 791 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,65 % | 101,15 % | 500 000 | 500 000 | 499 992 | 500 000 | 502 261 CHF | 504 769 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 576 CHF | 503 076 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 862 CHF | 503 362 CHF | 98,24% | 98,24% |
11/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 027 CHF | 504 527 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 997 CHF | 502 497 CHF | 97,06% | 97,06% |
07/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 677 CHF | 505 177 CHF | 40,72% | 40,72% |