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 | 499 530 CHF | 502 030 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,90 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 343 CHF | 501 843 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 923 CHF | 502 423 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 754 CHF | 502 254 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 532 CHF | 503 032 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 771 CHF | 503 271 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 535 CHF | 504 035 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 384 CHF | 503 884 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 100,15 % | 100,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 712 CHF | 503 212 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 998 CHF | 503 498 CHF | 98,80% | 98,80% |