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 | 0,30% | 99,30 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 765 CHF | 498 265 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 99,20 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 447 CHF | 498 947 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 99,50 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 341 CHF | 495 841 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 98,60 % | 98,90 % | 500 000 | 500 000 | 500 000 | 499 760 | 494 046 CHF | 495 309 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 361 CHF | 496 861 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 99,80 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 116 CHF | 495 616 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 785 CHF | 501 285 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 99,90 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 362 CHF | 501 862 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 99,80 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 782 CHF | 500 282 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 100,40 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 362 CHF | 503 862 CHF | 99,23% | 99,23% |