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 | 498 385 CHF | 500 885 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 330 CHF | 500 830 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 125 CHF | 500 625 CHF | 98,93% | 98,93% |
15/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 736 CHF | 499 236 CHF | 99,35% | 99,35% |
14/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 340 CHF | 499 840 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 050 CHF | 499 550 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 416 CHF | 501 916 CHF | 99,14% | 99,14% |
11/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 234 CHF | 502 734 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,95 % | 100,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 450 CHF | 500 950 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 267 CHF | 500 767 CHF | 98,56% | 98,56% |