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% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 567 CHF | 499 067 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 553 CHF | 499 053 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 503 CHF | 499 003 CHF | 98,95% | 98,95% |
15/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 513 CHF | 498 013 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 928 CHF | 498 428 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 769 CHF | 498 269 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 406 CHF | 499 906 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 718 CHF | 500 218 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 712 CHF | 499 212 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 406 CHF | 498 906 CHF | 98,56% | 98,56% |