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% | 99,03 % | 99,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 198 CHF | 499 698 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 99,11 % | 99,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 069 CHF | 497 569 CHF | 89,36% | 89,36% |
18/11/2024 | 0,50% | 99,79 % | 100,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 348 CHF | 500 848 CHF | 99,67% | 99,67% |
15/11/2024 | 0,50% | 99,76 % | 100,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 826 CHF | 502 326 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,09 % | 100,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 947 CHF | 502 447 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 99,87 % | 100,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 646 CHF | 502 146 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 100,08 % | 100,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 906 CHF | 505 406 CHF | 98,73% | 98,73% |
11/11/2024 | 0,49% | 100,84 % | 101,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 438 CHF | 506 938 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,36 % | 100,86 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 315 CHF | 504 815 CHF | 99,84% | 99,84% |
07/11/2024 | 0,49% | 100,97 % | 101,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 005 CHF | 506 505 CHF | 100,00% | 100,00% |