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% | 99,30 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 435 CHF | 499 935 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 818 CHF | 496 318 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 98,95 % | 99,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 656 CHF | 498 156 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 490 CHF | 498 990 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 058 CHF | 497 558 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 535 CHF | 494 035 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 775 CHF | 496 275 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 99,05 % | 99,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 387 CHF | 496 887 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 98,65 % | 99,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 449 CHF | 495 949 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 713 CHF | 497 213 CHF | 98,56% | 98,56% |