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% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 567 CHF | 498 067 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 751 CHF | 498 251 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 211 CHF | 499 711 CHF | 99,19% | 99,19% |
15/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 022 CHF | 500 522 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 989 CHF | 500 489 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 107 CHF | 499 607 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 976 CHF | 500 476 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 822 CHF | 502 322 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 466 CHF | 501 966 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 100,25 % | 100,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 312 CHF | 503 812 CHF | 99,09% | 99,09% |