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% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 873 CHF | 501 373 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 518 CHF | 499 018 CHF | 89,37% | 89,37% |
18/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 222 CHF | 499 722 CHF | 99,68% | 99,68% |
15/11/2024 | 0,50% | 99,51 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 201 CHF | 501 701 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,32 % | 100,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 855 CHF | 502 355 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 98,94 % | 99,44 % | 500 000 | 500 000 | 500 000 | 499 999 | 494 530 CHF | 497 029 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 240 CHF | 499 740 CHF | 98,74% | 98,74% |
11/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 666 CHF | 504 166 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,97 % | 100,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 245 CHF | 503 745 CHF | 99,82% | 99,82% |
07/11/2024 | 0,49% | 100,84 % | 101,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 362 CHF | 507 862 CHF | 100,00% | 100,00% |