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 | 497 793 CHF | 500 293 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 261 CHF | 502 761 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 100,35 % | 100,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 625 CHF | 506 125 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 101,00 % | 101,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 406 CHF | 506 906 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 101,55 % | 102,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 550 CHF | 512 050 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 099 CHF | 513 599 CHF | 99,10% | 99,10% |
12/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 412 CHF | 514 912 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 102,55 % | 103,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 512 605 CHF | 515 105 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 102,40 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 232 CHF | 513 732 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 102,30 % | 102,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 550 CHF | 514 050 CHF | 98,79% | 98,79% |