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% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 158 CHF | 496 658 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 006 CHF | 496 506 CHF | 100,00% | 100,00% |
18/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 669 CHF | 497 169 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 676 CHF | 496 176 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 556 CHF | 498 056 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 795 CHF | 495 295 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 675 CHF | 495 175 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 828 CHF | 497 328 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 273 CHF | 497 773 CHF | 98,52% | 98,52% |
07/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 649 CHF | 499 149 CHF | 99,89% | 99,89% |