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% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 864 CHF | 502 364 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 747 CHF | 497 247 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 237 CHF | 499 737 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 568 CHF | 501 068 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 272 CHF | 503 772 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 469 CHF | 503 969 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 515 CHF | 505 015 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 224 CHF | 506 724 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 100,90 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 830 CHF | 507 330 CHF | 99,25% | 99,25% |
07/11/2024 | 0,49% | 100,95 % | 101,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 102 CHF | 506 602 CHF | 98,80% | 98,80% |