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 | 499 515 CHF | 502 015 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 112 CHF | 501 612 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 499 978 | 500 000 | 499 629 CHF | 502 150 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 654 CHF | 502 154 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 854 CHF | 502 354 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,05 % | 100,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 059 CHF | 502 559 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 821 CHF | 502 321 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 957 CHF | 502 457 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 796 CHF | 502 296 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 499 988 | 500 000 | 500 114 CHF | 502 627 CHF | 98,57% | 98,57% |