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 | 499 133 CHF | 501 633 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 132 CHF | 495 632 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 757 CHF | 497 257 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 543 CHF | 498 043 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,35 % | 99,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 658 CHF | 499 158 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 673 CHF | 496 173 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 672 CHF | 498 172 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 283 CHF | 499 783 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 282 CHF | 499 782 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 836 CHF | 500 336 CHF | 98,56% | 98,56% |