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% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 960 CHF | 500 460 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 503 CHF | 500 003 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 748 CHF | 501 248 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 637 CHF | 502 137 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 799 CHF | 503 299 CHF | 99,37% | 99,37% |
13/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 293 CHF | 503 793 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 168 CHF | 503 668 CHF | 99,15% | 99,15% |
11/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 407 CHF | 503 907 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 986 CHF | 503 486 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 324 CHF | 503 824 CHF | 98,56% | 98,56% |