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% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 785 CHF | 499 285 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 540 CHF | 498 040 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 008 CHF | 499 508 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 573 CHF | 500 073 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 373 CHF | 499 873 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 190 CHF | 498 690 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 306 CHF | 500 806 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 580 CHF | 501 080 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 771 CHF | 500 271 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 930 CHF | 500 430 CHF | 98,80% | 98,80% |