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% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 430 CHF | 500 930 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 922 CHF | 500 422 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 772 CHF | 500 272 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 241 CHF | 499 741 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 390 CHF | 499 890 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 306 CHF | 499 806 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 310 CHF | 500 810 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 983 CHF | 501 483 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 902 CHF | 501 402 CHF | 99,36% | 99,36% |
07/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 898 CHF | 501 398 CHF | 98,80% | 98,80% |