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% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 522 CHF | 501 022 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 99,60 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 295 CHF | 499 795 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 655 CHF | 497 155 CHF | 99,19% | 99,19% |
15/11/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 631 CHF | 498 131 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 263 CHF | 496 763 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 081 CHF | 494 581 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 269 CHF | 497 769 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 385 CHF | 501 885 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 99,65 % | 100,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 294 CHF | 500 794 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 639 CHF | 501 139 CHF | 99,09% | 99,09% |